-25.9%
ONDS vs ALHC
-31.6%
+5.7%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.2% | -1.1% | -3.6% |
| 7D | -4.2% | -4.1% | -0.1% | -3.2% |
| 30D | -21.7% | -5.4% | -16.3% | -20.8% |
| 3M | -24.5% | -32.1% | +7.7% | -18.5% |
| 6M | -25.0% | -28.5% | +3.5% | -22.8% |
| YTD | -25.3% | -34.0% | +8.7% | -21.6% |
| 1Y | +33.8% | -20.9% | +54.7% | +33.2% |
| 3Y | +699.3% | +151.5% | +547.8% | +387.0% |
| 5Y | -5.2% | -28.8% | +23.6% | -26.2% |
| All | -25.9% | -31.6% | +5.7% | -46.3% |
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