-41.8%
ONDS vs ALHC
-59.6%
+17.9%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.3% | +2.6% | +2.8% |
| 7D | +8.7% | -5.5% | +14.3% | +10.1% |
| 30D | -14.1% | -4.9% | -9.1% | -13.4% |
| 3M | -41.2% | -41.7% | +0.6% | -34.6% |
| 6M | -39.2% | -55.2% | +16.0% | -31.2% |
| YTD | -41.3% | -61.1% | +19.8% | -31.7% |
| 1Y | -1.2% | -53.3% | +52.1% | +9.3% |
| 3Y | +847.1% | +28.2% | +818.9% | +579.6% |
| 5Y | -44.8% | -65.8% | +21.0% | -51.1% |
| All | -41.8% | -59.6% | +17.9% | -53.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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