+12.0%
GEHC vs ONON
+57.7%
-45.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.6% | -0.5% | -2.6% |
| 7D | -5.2% | -1.7% | -3.5% | -4.9% |
| 30D | -7.0% | -27.4% | +20.4% | -2.3% |
| 3M | +3.3% | -26.5% | +29.8% | +8.1% |
| 6M | -10.0% | -34.2% | +24.2% | -4.5% |
| YTD | -18.5% | -41.3% | +22.9% | -11.9% |
| 1Y | -14.4% | -39.7% | +25.3% | -8.2% |
| 3Y | +3.4% | -7.8% | +11.3% | +3.1% |
| All | +12.0% | +57.7% | -45.8% | -6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ONON.
Daily Out/Under-Performance
Portfolio return minus ONON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONON 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 ONON 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