+49.6%
ON vs HWM
+7.2%
+42.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.3% |
| 7D | +17.0% | +11.1% | +5.9% | +11.6% |
| 30D | -3.9% | +3.0% | -6.8% | -5.1% |
| 3M | -11.5% | -20.7% | +9.2% | -1.8% |
| 6M | -29.2% | -17.2% | -12.0% | -22.9% |
| YTD | +36.2% | +9.1% | +27.1% | +32.7% |
| 1Y | +49.6% | +9.0% | +40.6% | +45.1% |
| All | +49.6% | +7.2% | +42.4% | +45.1% |
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