+523.3%
ON vs HL
+132.4%
+391.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.9% | -1.7% | -3.2% |
| 7D | +12.2% | -11.1% | +23.4% | +15.1% |
| 30D | -3.1% | -12.1% | +8.9% | -0.7% |
| 3M | -12.9% | -26.1% | +13.2% | -7.8% |
| 6M | -38.6% | -37.7% | -0.8% | -32.9% |
| YTD | +31.2% | -31.7% | +62.9% | +37.7% |
| 1Y | +47.6% | -11.6% | +59.3% | +46.0% |
| 3Y | +6.6% | +249.6% | -243.0% | -26.7% |
| 5Y | +21.3% | +108.5% | -87.3% | -11.3% |
| All | +523.3% | +132.4% | +391.0% | +235.0% |
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