+1,561.7%
ON vs HDB
+4,142.9%
-2,581.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.3% | -0.3% |
| 7D | -11.7% | +13.3% | -25.0% | -16.4% |
| 30D | -23.3% | +13.6% | -36.8% | -27.6% |
| 3M | -19.2% | +5.8% | -24.9% | -21.5% |
| 6M | -40.1% | -1.9% | -38.2% | -40.5% |
| YTD | +16.9% | -31.2% | +48.1% | +34.1% |
| 1Y | +29.7% | -29.6% | +59.3% | +47.1% |
| 3Y | -4.4% | -10.1% | +5.7% | -4.5% |
| 5Y | +7.1% | -24.3% | +31.4% | +14.8% |
| 10Y | +447.2% | +59.3% | +387.9% | +321.8% |
| All | +1,561.7% | +4,142.9% | -2,581.2% | +390.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling