-23.3%
ONON vs HRB
+116.7%
-140.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | +0.1% | -1.3% |
| 7D | -3.5% | -10.6% | +7.2% | -1.6% |
| 30D | -30.8% | -0.8% | -30.0% | -30.9% |
| 3M | -29.8% | +19.1% | -48.9% | -32.4% |
| 6M | -34.8% | +48.7% | -83.5% | -40.3% |
| YTD | -42.3% | +7.1% | -49.4% | -43.0% |
| 1Y | -39.5% | -8.3% | -31.2% | -38.3% |
| 3Y | -9.3% | +25.8% | -35.1% | -19.9% |
| All | -23.3% | +116.7% | -140.0% | -42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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