+18.1%
HYG vs ONON
-22.6%
+40.7%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.1% | -0.1% |
| 7D | -0.7% | -2.1% | +1.4% | -0.6% |
| 30D | -0.7% | -11.6% | +10.9% | 0.0% |
| 3M | -0.2% | -30.1% | +29.9% | +1.7% |
| 6M | +1.4% | -30.5% | +31.9% | +3.2% |
| YTD | +1.5% | -41.0% | +42.5% | +4.2% |
| 1Y | +2.9% | -36.7% | +39.6% | +5.0% |
| 3Y | +25.6% | -8.6% | +34.2% | +23.0% |
| All | +18.1% | -22.6% | +40.7% | +11.6% |
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