+1,852.2%
ON vs HDB
+3,812.1%
-1,959.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.2% |
| 7D | +2.4% | +0.4% | +2.0% | +2.2% |
| 30D | -3.3% | -2.8% | -0.5% | -2.3% |
| 3M | -43.6% | -3.5% | -40.0% | -43.2% |
| 6M | +19.0% | -24.7% | +43.7% | +32.4% |
| YTD | +37.4% | -36.6% | +73.9% | +63.7% |
| 1Y | +54.8% | -34.4% | +89.1% | +81.2% |
| 3Y | -25.2% | -24.4% | -0.8% | -19.5% |
| 5Y | +62.7% | -35.4% | +98.1% | +86.9% |
| 10Y | +574.3% | +39.5% | +534.8% | +450.8% |
| All | +1,852.2% | +3,812.1% | -1,959.9% | +499.0% |
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