+852.8%
ON vs HLT
+643.8%
+209.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -1.0% | -0.8% |
| 7D | -1.9% | -1.5% | -0.4% | -0.7% |
| 30D | -11.0% | -1.2% | -9.8% | -10.3% |
| 3M | -39.3% | -10.3% | -29.0% | -33.7% |
| 6M | +19.8% | +1.3% | +18.6% | +17.7% |
| YTD | +31.1% | +7.0% | +24.1% | +22.8% |
| 1Y | +46.0% | +11.9% | +34.1% | +30.6% |
| 3Y | -27.5% | +100.7% | -128.2% | -59.6% |
| 5Y | +56.9% | +147.5% | -90.6% | -25.9% |
| 10Y | +591.8% | +586.5% | +5.3% | +62.3% |
| All | +852.8% | +643.8% | +209.0% | +110.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling