-4.4%
ON vs HWM
+330.6%
-335.0%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -2.0% | -0.7% |
| 7D | -11.7% | +3.3% | -15.0% | -12.9% |
| 30D | -23.3% | -7.6% | -15.7% | -20.6% |
| 3M | -19.2% | -28.9% | +9.8% | -5.9% |
| 6M | -40.1% | -19.7% | -20.5% | -34.3% |
| YTD | +16.9% | +0.5% | +16.4% | +14.8% |
| 1Y | +29.7% | +0.3% | +29.5% | +27.3% |
| 3Y | -4.4% | +325.8% | -330.2% | -41.4% |
| All | -4.4% | +330.6% | -335.0% | -41.4% |
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