+441.6%
ON vs HWM
+1,166.3%
-724.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.5% | -2.0% | -0.9% |
| 7D | -11.7% | +3.4% | -15.0% | -13.3% |
| 30D | -23.3% | -7.5% | -15.7% | -20.3% |
| 3M | -19.2% | -28.9% | +9.7% | -3.9% |
| 6M | -40.1% | -19.6% | -20.5% | -33.6% |
| YTD | +16.9% | +0.6% | +16.3% | +13.9% |
| 1Y | +29.7% | +0.3% | +29.4% | +26.3% |
| 3Y | -4.4% | +326.1% | -330.5% | -60.1% |
| 5Y | +7.1% | +525.2% | -518.1% | -63.3% |
| 10Y | +447.2% | +1,492.9% | -1,045.7% | +17.8% |
| All | +441.6% | +1,166.3% | -724.7% | +18.1% |
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 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