+556.1%
ON vs PH
+725.6%
-169.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.8% | +5.0% | +5.0% |
| 7D | +3.3% | +6.9% | -3.5% | -2.4% |
| 30D | -3.1% | +1.7% | -4.8% | -4.7% |
| 3M | -9.2% | -8.1% | -1.1% | -1.9% |
| 6M | -31.4% | +11.5% | -42.8% | -37.6% |
| YTD | +36.0% | +11.4% | +24.6% | +23.3% |
| 1Y | +52.0% | +14.1% | +37.9% | +35.0% |
| 3Y | +9.3% | +138.2% | -129.0% | -50.4% |
| 5Y | +26.5% | +216.0% | -189.5% | -55.5% |
| 10Y | +556.1% | +710.0% | -153.8% | +8.9% |
| All | +556.1% | +725.6% | -169.5% | +8.9% |
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