-40.1%
ON vs HDB
-3.2%
-37.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.3% | +0.3% |
| 7D | -11.7% | +13.3% | -25.0% | -13.1% |
| 30D | -23.3% | +13.6% | -36.8% | -24.7% |
| 3M | -19.2% | +5.8% | -24.9% | -20.4% |
| 6M | -40.1% | -1.9% | -38.2% | -42.0% |
| All | -40.1% | -3.2% | -37.0% | -42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 6mo: compounded portfolio wealth divided by compounded HDB 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…
6mo analysis · Full analysis span regression · 6 months rolling