+508.0%
ON vs HWM
+1,323.5%
-815.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -10.7% | +6.3% | +1.4% |
| 7D | -2.2% | -9.2% | +7.0% | +2.9% |
| 30D | -12.4% | -17.9% | +5.4% | -3.2% |
| 3M | -41.2% | -6.0% | -35.2% | -39.6% |
| 6M | +25.0% | -7.4% | +32.3% | +28.7% |
| YTD | +31.3% | +13.1% | +18.2% | +20.6% |
| 1Y | +45.4% | +29.3% | +16.1% | +23.7% |
| 3Y | -27.4% | +389.9% | -417.3% | -71.8% |
| 5Y | +58.5% | +655.5% | -597.1% | -50.8% |
| All | +508.0% | +1,323.5% | -815.5% | +25.0% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling