+47.6%
ON vs HL
+22.6%
+25.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +13.2% | -15.0% | -5.0% |
| 7D | -5.8% | +0.2% | -6.0% | -6.0% |
| 30D | -17.1% | -12.1% | -5.0% | -14.7% |
| 3M | -11.8% | -2.8% | -9.0% | -12.2% |
| 6M | -30.2% | -14.9% | -15.3% | -28.8% |
| YTD | +31.6% | -22.0% | +53.6% | +33.5% |
| 1Y | +47.6% | +25.0% | +22.5% | +44.1% |
| All | +47.6% | +22.6% | +25.0% | +44.1% |
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