+163.8%
ON vs PH
+4,481.5%
-4,317.7%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.9% | -2.4% | -1.8% |
| 7D | -11.7% | +2.0% | -13.7% | -13.1% |
| 30D | -23.3% | -3.7% | -19.6% | -21.2% |
| 3M | -19.2% | -14.0% | -5.1% | -8.9% |
| 6M | -40.1% | +2.1% | -42.3% | -40.9% |
| YTD | +16.9% | +5.1% | +11.9% | +12.6% |
| 1Y | +29.7% | +10.9% | +18.8% | +19.7% |
| 3Y | -4.4% | +132.9% | -137.4% | -50.5% |
| 5Y | +7.1% | +200.1% | -193.0% | -53.9% |
| 10Y | +447.2% | +783.8% | -336.6% | +3.3% |
| All | +163.8% | +4,481.5% | -4,317.7% | -87.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling