+536.3%
ON vs HWM
+1,494.1%
-957.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.2% |
| 7D | +2.4% | -2.1% | +4.5% | +3.2% |
| 30D | -3.3% | -11.0% | +7.7% | +2.5% |
| 3M | -43.6% | +4.0% | -47.6% | -45.1% |
| 6M | +19.0% | -0.2% | +19.2% | +18.0% |
| YTD | +37.4% | +26.7% | +10.7% | +18.9% |
| 1Y | +54.8% | +44.7% | +10.0% | +24.1% |
| 3Y | -25.2% | +426.1% | -451.3% | -72.0% |
| 5Y | +62.7% | +738.5% | -675.8% | -52.2% |
| All | +536.3% | +1,494.1% | -957.8% | +23.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling