+1,832.3%
ON vs HDB
+4,291.4%
-2,459.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.2% | +5.6% | +5.7% |
| 7D | +3.3% | +6.9% | -3.6% | +0.5% |
| 30D | -3.1% | +15.2% | -18.4% | -9.1% |
| 3M | -9.2% | +11.7% | -21.0% | -13.8% |
| 6M | -31.4% | +7.5% | -38.9% | -34.2% |
| YTD | +36.0% | -28.8% | +64.7% | +53.9% |
| 1Y | +52.0% | -29.1% | +81.1% | +72.1% |
| 3Y | +9.3% | -7.0% | +16.3% | +7.7% |
| 5Y | +26.5% | -22.1% | +48.5% | +34.1% |
| 10Y | +556.1% | +64.9% | +491.2% | +398.9% |
| All | +1,832.3% | +4,291.4% | -2,459.2% | +463.0% |
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 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