+49.6%
ON vs HBM
+31.2%
+18.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.8% |
| 7D | +17.0% | +5.1% | +12.0% | +14.6% |
| 30D | -3.9% | -15.8% | +12.0% | +3.2% |
| 3M | -11.5% | -22.4% | +10.9% | -2.8% |
| 6M | -29.2% | -20.2% | -8.9% | -23.7% |
| YTD | +36.2% | +9.0% | +27.2% | +25.7% |
| 1Y | +49.6% | +27.4% | +22.3% | +25.9% |
| All | +49.6% | +31.2% | +18.4% | +25.9% |
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 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