+516.0%
ON vs HWM
+1,636.6%
-1,120.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +5.1% | +4.1% | +6.4% |
| 7D | -1.4% | +1.6% | -3.0% | -2.0% |
| 30D | -10.9% | -3.9% | -6.9% | -9.2% |
| 3M | -14.9% | -23.2% | +8.4% | -2.7% |
| 6M | -33.0% | -20.0% | -13.1% | -25.2% |
| YTD | +27.6% | +5.7% | +21.9% | +21.1% |
| 1Y | +44.5% | +4.9% | +39.6% | +37.4% |
| 3Y | +7.4% | +347.0% | -339.6% | -56.3% |
| 5Y | +18.7% | +563.0% | -544.3% | -60.6% |
| 10Y | +516.0% | +1,579.2% | -1,063.2% | +29.3% |
| All | +516.0% | +1,636.6% | -1,120.7% | +29.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling