+56.9%
ON vs HBM
+392.2%
-335.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.1% |
| 7D | -1.9% | +5.5% | -7.4% | -4.0% |
| 30D | -11.0% | +3.3% | -14.3% | -12.6% |
| 3M | -39.3% | +12.7% | -52.0% | -42.5% |
| 6M | +19.8% | +28.2% | -8.4% | +7.4% |
| YTD | +31.1% | +45.3% | -14.2% | +10.4% |
| 1Y | +46.0% | +121.7% | -75.7% | +4.6% |
| 3Y | -27.5% | +523.5% | -551.0% | -66.7% |
| 5Y | +56.9% | +393.9% | -337.0% | -25.0% |
| All | +56.9% | +392.2% | -335.3% | -25.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling