+25.8%
ON vs HIG
+107.2%
-81.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.4% | +0.2% |
| 7D | +17.0% | -0.1% | +17.2% | +17.0% |
| 30D | -3.9% | +4.4% | -8.2% | -5.5% |
| 3M | -11.5% | 0.0% | -11.6% | -11.8% |
| 6M | -29.2% | +3.8% | -33.0% | -31.5% |
| YTD | +36.2% | +0.7% | +35.5% | +33.3% |
| 1Y | +49.6% | +5.0% | +44.6% | +43.0% |
| 3Y | +9.4% | +95.3% | -85.9% | -33.5% |
| 5Y | +25.8% | +110.8% | -85.0% | -31.0% |
| All | +25.8% | +107.2% | -81.3% | -31.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling