+629.3%
ON vs HLT
+590.2%
+39.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | 0.0% | +8.5% | +8.5% |
| 7D | +2.4% | -1.6% | +4.0% | +3.9% |
| 30D | -8.6% | -5.0% | -3.6% | -4.6% |
| 3M | -34.3% | -10.4% | -23.9% | -27.8% |
| 6M | +28.5% | +3.2% | +25.3% | +23.8% |
| YTD | +40.6% | +6.7% | +33.9% | +31.2% |
| 1Y | +55.3% | +10.3% | +45.1% | +39.3% |
| 3Y | -22.2% | +99.3% | -121.5% | -58.7% |
| 5Y | +62.4% | +143.7% | -81.3% | -28.0% |
| All | +629.3% | +590.2% | +39.1% | +48.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT 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 HLT 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