+47.6%
ON vs HWM
+5.4%
+42.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.3% | +2.4% | -0.1% |
| 7D | -5.8% | +9.4% | -15.2% | -9.4% |
| 30D | -17.1% | -7.0% | -10.1% | -14.5% |
| 3M | -11.8% | -25.9% | +14.1% | +0.6% |
| 6M | -30.2% | -10.8% | -19.4% | -26.7% |
| YTD | +31.6% | +4.3% | +27.2% | +30.6% |
| 1Y | +47.6% | +4.4% | +43.2% | +45.5% |
| All | +47.6% | +5.4% | +42.2% | +45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 1y: compounded portfolio wealth divided by compounded HWM 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…
1y analysis · Full analysis span regression · 6 months rolling