+56.9%
ON vs HIG
+117.6%
-60.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.4% |
| 7D | -1.9% | -0.5% | -1.4% | -1.7% |
| 30D | -11.0% | -2.8% | -8.2% | -10.1% |
| 3M | -39.3% | +6.3% | -45.7% | -41.7% |
| 6M | +19.8% | -0.1% | +19.9% | +18.2% |
| YTD | +31.1% | +0.4% | +30.6% | +28.8% |
| 1Y | +46.0% | +6.2% | +39.7% | +38.5% |
| 3Y | -27.5% | +101.6% | -129.1% | -56.8% |
| 5Y | +56.9% | +119.8% | -62.9% | -14.8% |
| All | +56.9% | +117.6% | -60.7% | -14.8% |
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 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