+546.8%
ON vs HWM
+1,503.5%
-956.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.4% |
| 7D | +17.0% | +11.1% | +5.9% | +10.6% |
| 30D | -3.9% | +3.0% | -6.8% | -5.7% |
| 3M | -11.5% | -20.7% | +9.2% | -0.5% |
| 6M | -29.2% | -17.2% | -12.0% | -22.3% |
| YTD | +36.2% | +9.1% | +27.1% | +27.1% |
| 1Y | +49.6% | +9.0% | +40.6% | +39.4% |
| 3Y | +9.4% | +353.8% | -344.4% | -56.0% |
| 5Y | +25.8% | +608.0% | -582.2% | -59.8% |
| All | +546.8% | +1,503.5% | -956.8% | +32.0% |
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 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