-27.5%
ON vs HL
+418.2%
-445.7%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -2.0% | -0.5% |
| 7D | -1.9% | +0.4% | -2.3% | -2.0% |
| 30D | -11.0% | +18.8% | -29.9% | -14.3% |
| 3M | -39.3% | +43.7% | -83.1% | -43.8% |
| 6M | +19.8% | -1.0% | +20.9% | +17.7% |
| YTD | +31.1% | +8.7% | +22.4% | +25.0% |
| 1Y | +46.0% | +105.0% | -59.0% | +24.4% |
| All | -27.5% | +418.2% | -445.7% | -47.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling