+523.3%
ON vs HBM
+281.1%
+242.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.1% | -2.5% | -3.2% |
| 7D | +12.2% | +2.2% | +10.0% | +11.4% |
| 30D | -3.1% | -11.8% | +8.7% | +1.5% |
| 3M | -12.9% | -19.2% | +6.3% | -6.4% |
| 6M | -38.6% | -22.9% | -15.7% | -33.3% |
| YTD | +31.2% | +7.8% | +23.4% | +23.6% |
| 1Y | +47.6% | +34.9% | +12.7% | +28.2% |
| 3Y | +6.6% | +422.2% | -415.6% | -46.3% |
| 5Y | +21.3% | +192.8% | -171.6% | -30.2% |
| All | +523.3% | +281.1% | +242.2% | +137.0% |
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