+196.1%
ON vs HIG
+338.2%
-142.1%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.4% | -4.0% | -3.7% |
| 7D | +12.2% | +2.6% | +9.6% | +11.4% |
| 30D | -3.1% | +4.2% | -7.3% | -4.5% |
| 3M | -12.9% | +0.2% | -13.1% | -13.2% |
| 6M | -38.6% | +4.6% | -43.2% | -40.2% |
| YTD | +31.2% | +1.1% | +30.1% | +28.8% |
| 1Y | +47.6% | +4.7% | +43.0% | +43.3% |
| 3Y | +6.6% | +95.5% | -88.8% | -15.6% |
| 5Y | +21.3% | +111.7% | -90.4% | -6.0% |
| 10Y | +533.3% | +263.4% | +269.9% | +318.8% |
| All | +196.1% | +338.2% | -142.1% | +31.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling