+55.3%
ON vs HBM
+97.2%
-41.9%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -0.5% | +9.0% | +8.7% |
| 7D | +2.4% | -3.3% | +5.7% | +3.3% |
| 30D | -8.6% | -4.8% | -3.8% | -7.6% |
| 3M | -34.3% | -0.4% | -33.9% | -35.2% |
| 6M | +28.5% | +17.9% | +10.7% | +18.8% |
| YTD | +40.6% | +33.7% | +6.9% | +21.0% |
| 1Y | +55.3% | +95.6% | -40.3% | +17.8% |
| All | +55.3% | +97.2% | -41.9% | +17.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling