+6.6%
ON vs HWM
+348.7%
-342.1%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.0% | -2.6% | -3.1% |
| 7D | +12.2% | +7.3% | +4.9% | +8.8% |
| 30D | -3.1% | +1.6% | -4.7% | -4.0% |
| 3M | -12.9% | -21.9% | +9.0% | -2.8% |
| 6M | -38.6% | -19.0% | -19.5% | -32.7% |
| YTD | +31.2% | +7.9% | +23.3% | +24.8% |
| 1Y | +47.6% | +9.9% | +37.7% | +39.0% |
| 3Y | +6.6% | +342.1% | -335.5% | -36.3% |
| All | +6.6% | +348.7% | -342.1% | -36.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling