+1,609.9%
ON vs HBM
+613.3%
+996.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.3% |
| 7D | +2.4% | -6.4% | +8.8% | +4.5% |
| 30D | -3.3% | +5.9% | -9.2% | -5.3% |
| 3M | -43.6% | -8.9% | -34.7% | -42.2% |
| 6M | +19.0% | +10.7% | +8.3% | +13.7% |
| YTD | +37.4% | +38.3% | -0.9% | +20.9% |
| 1Y | +54.8% | +121.3% | -66.6% | +16.8% |
| 3Y | -25.2% | +450.6% | -475.8% | -59.4% |
| 5Y | +62.7% | +338.0% | -275.3% | -10.8% |
| 10Y | +574.3% | +578.6% | -4.3% | +166.0% |
| All | +1,609.9% | +613.3% | +996.5% | +390.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling