+54.8%
ON vs HL
+134.7%
-79.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.5% | +3.5% | +1.5% |
| 7D | +2.4% | +1.5% | +1.0% | +2.0% |
| 30D | -3.3% | +25.1% | -28.3% | -8.7% |
| 3M | -43.6% | +22.9% | -66.5% | -46.8% |
| 6M | +19.0% | -4.9% | +23.9% | +15.7% |
| YTD | +37.4% | +7.8% | +29.5% | +28.8% |
| 1Y | +54.8% | +133.9% | -79.1% | +41.9% |
| All | +54.8% | +134.7% | -79.9% | +41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HL.
Daily Out/Under-Performance
Portfolio return minus HL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HL 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 1y: compounded portfolio wealth divided by compounded HL 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…
1y analysis · Full analysis span regression · 6 months rolling