+26.5%
ON vs HBM
+210.2%
-183.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | 0.0% | +5.8% | +5.8% |
| 7D | +3.3% | -1.3% | +4.6% | +4.1% |
| 30D | -3.1% | -14.8% | +11.7% | +3.0% |
| 3M | -9.2% | -20.7% | +11.5% | -1.6% |
| 6M | -31.4% | -13.9% | -17.4% | -28.2% |
| YTD | +36.0% | +10.6% | +25.3% | +26.4% |
| 1Y | +52.0% | +32.4% | +19.7% | +32.0% |
| 3Y | +9.3% | +432.0% | -422.7% | -47.4% |
| 5Y | +26.5% | +205.5% | -179.0% | -28.9% |
| All | +26.5% | +210.2% | -183.7% | -28.9% |
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 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