+572.1%
ON vs HIG
+315.0%
+257.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.2% |
| 7D | -4.7% | -2.3% | -2.4% | -3.4% |
| 30D | -13.5% | -1.2% | -12.3% | -13.0% |
| 3M | -36.3% | +6.3% | -42.6% | -39.7% |
| 6M | +17.8% | +0.6% | +17.2% | +14.4% |
| YTD | +29.6% | +0.6% | +29.0% | +25.6% |
| 1Y | +45.8% | +6.1% | +39.7% | +35.6% |
| 3Y | -28.3% | +102.0% | -130.3% | -58.7% |
| 5Y | +49.6% | +119.2% | -69.6% | -19.1% |
| All | +572.1% | +315.0% | +257.1% | +133.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 10y: compounded portfolio wealth divided by compounded HIG 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…
10y analysis · Full analysis span regression · 6 months rolling