-25.1%
ON vs HWM
+426.8%
-451.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.2% |
| 7D | +2.4% | -2.1% | +4.5% | +3.1% |
| 30D | -3.3% | -11.0% | +7.7% | +1.8% |
| 3M | -43.6% | +4.0% | -47.6% | -44.8% |
| 6M | +19.0% | -0.2% | +19.2% | +18.1% |
| YTD | +37.4% | +26.7% | +10.7% | +21.7% |
| 1Y | +54.8% | +44.7% | +10.0% | +28.6% |
| All | -25.1% | +426.8% | -451.9% | -58.1% |
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 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