+520.4%
ON vs PH
+719.0%
-198.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | -0.1% |
| 7D | -4.1% | +2.1% | -6.3% | -5.7% |
| 30D | -10.2% | +0.3% | -10.5% | -10.6% |
| 3M | -12.7% | -8.8% | -3.9% | -5.1% |
| 6M | -32.5% | +10.0% | -42.6% | -38.0% |
| YTD | +28.6% | +10.5% | +18.1% | +17.4% |
| 1Y | +43.4% | +15.5% | +27.9% | +25.8% |
| 3Y | +3.3% | +136.4% | -133.0% | -52.8% |
| 5Y | +22.5% | +213.6% | -191.1% | -56.6% |
| All | +520.4% | +719.0% | -198.6% | +3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 10y: compounded portfolio wealth divided by compounded PH 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…
10y analysis · Full analysis span regression · 6 months rolling