+209.9%
ON vs HIG
+341.1%
-131.1%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.3% |
| 7D | +2.4% | +0.3% | +2.1% | +2.3% |
| 30D | -3.3% | -3.2% | -0.1% | -2.4% |
| 3M | -43.6% | +9.1% | -52.7% | -45.6% |
| 6M | +19.0% | -1.8% | +20.7% | +18.2% |
| YTD | +37.4% | +1.8% | +35.6% | +34.9% |
| 1Y | +54.8% | +4.6% | +50.2% | +50.3% |
| 3Y | -25.2% | +101.6% | -126.8% | -41.3% |
| 5Y | +62.7% | +124.5% | -61.8% | +24.2% |
| 10Y | +574.3% | +317.8% | +256.5% | +330.7% |
| All | +209.9% | +341.1% | -131.1% | +37.7% |
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