+196.2%
ON vs HL
+1,582.3%
-1,386.1%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.1% | -3.4% | -4.3% |
| 7D | -2.2% | +7.1% | -9.2% | -3.1% |
| 30D | -12.4% | +21.4% | -33.9% | -14.9% |
| 3M | -41.2% | +37.4% | -78.6% | -43.8% |
| 6M | +25.0% | +0.4% | +24.6% | +24.2% |
| YTD | +31.3% | +6.7% | +24.6% | +28.1% |
| 1Y | +45.4% | +102.4% | -56.9% | +30.0% |
| 3Y | -27.4% | +417.4% | -444.8% | -44.2% |
| 5Y | +58.5% | +243.3% | -184.8% | +25.3% |
| 10Y | +561.8% | +242.6% | +319.3% | +376.4% |
| All | +196.2% | +1,582.3% | -1,386.1% | +130.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling