+629.3%
ON vs HL
+273.7%
+355.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -1.2% | +9.7% | +8.8% |
| 7D | +2.4% | -4.4% | +6.7% | +3.3% |
| 30D | -8.6% | +9.3% | -17.9% | -10.8% |
| 3M | -34.3% | +32.0% | -66.3% | -38.6% |
| 6M | +28.5% | -6.4% | +35.0% | +28.6% |
| YTD | +40.6% | +3.1% | +37.5% | +35.5% |
| 1Y | +55.3% | +77.6% | -22.2% | +31.8% |
| 3Y | -22.2% | +392.8% | -415.0% | -50.2% |
| 5Y | +62.4% | +234.1% | -171.7% | +8.0% |
| All | +629.3% | +273.7% | +355.6% | +266.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling