+452.4%
ON vs HAS
+101.4%
+351.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.8% |
| 7D | -11.7% | -0.2% | -11.5% | -11.6% |
| 30D | -23.3% | +31.0% | -54.3% | -34.4% |
| 3M | -19.2% | +30.7% | -49.8% | -30.9% |
| 6M | -40.1% | +23.9% | -64.0% | -48.0% |
| YTD | +16.9% | +48.3% | -31.4% | -8.8% |
| 1Y | +29.7% | +60.2% | -30.5% | -3.2% |
| 3Y | -4.4% | +189.2% | -193.6% | -49.9% |
| 5Y | +7.1% | +50.4% | -43.4% | -20.0% |
| All | +452.4% | +101.4% | +351.1% | +238.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded HAS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling