+196.1%
ON vs HL
+977.1%
-781.0%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.9% | -1.7% | -3.4% |
| 7D | +12.2% | -11.1% | +23.4% | +13.9% |
| 30D | -3.1% | -12.1% | +8.9% | -1.6% |
| 3M | -12.9% | -26.1% | +13.2% | -9.8% |
| 6M | -38.6% | -37.7% | -0.8% | -35.1% |
| YTD | +31.2% | -31.7% | +62.9% | +35.5% |
| 1Y | +47.6% | -11.6% | +59.3% | +47.2% |
| 3Y | +6.6% | +249.6% | -243.0% | -13.6% |
| 5Y | +21.3% | +108.5% | -87.3% | +2.2% |
| 10Y | +533.3% | +127.0% | +406.4% | +382.3% |
| All | +196.1% | +977.1% | -781.0% | +144.0% |
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 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