+56.9%
ON vs HL
+246.5%
-189.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -2.0% | -0.6% |
| 7D | -1.9% | +0.4% | -2.3% | -2.0% |
| 30D | -11.0% | +18.8% | -29.9% | -14.8% |
| 3M | -39.3% | +43.7% | -83.1% | -44.5% |
| 6M | +19.8% | -1.0% | +20.9% | +18.1% |
| YTD | +31.1% | +8.7% | +22.4% | +24.1% |
| 1Y | +46.0% | +105.0% | -59.0% | +18.6% |
| 3Y | -27.5% | +427.3% | -454.8% | -56.4% |
| 5Y | +56.9% | +249.3% | -192.4% | -2.4% |
| All | +56.9% | +246.5% | -189.6% | -2.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling