+546.8%
ON vs HBM
+285.4%
+261.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.7% |
| 7D | +17.0% | +5.1% | +12.0% | +15.0% |
| 30D | -3.9% | -15.8% | +12.0% | +2.5% |
| 3M | -11.5% | -22.4% | +10.9% | -3.5% |
| 6M | -29.2% | -20.2% | -8.9% | -23.9% |
| YTD | +36.2% | +9.0% | +27.2% | +27.7% |
| 1Y | +49.6% | +27.4% | +22.3% | +32.5% |
| 3Y | +9.4% | +424.2% | -414.8% | -45.0% |
| 5Y | +25.8% | +196.1% | -170.3% | -27.8% |
| All | +546.8% | +285.4% | +261.3% | +144.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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