-16.1%
ONDS vs BAH
+9.9%
-26.0%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.3% | -2.8% | -3.0% |
| 7D | -3.3% | +1.7% | -5.0% | -3.5% |
| 30D | -16.0% | +20.8% | -36.7% | -19.2% |
| 3M | -42.1% | +11.6% | -53.7% | -43.6% |
| 6M | -41.8% | +23.1% | -64.9% | -44.3% |
| YTD | -47.1% | +5.3% | -52.4% | -48.1% |
| 1Y | -21.3% | +6.1% | -27.5% | -23.2% |
| 3Y | +695.1% | -27.5% | +722.6% | +725.0% |
| 5Y | -50.0% | +6.2% | -56.2% | -52.4% |
| All | -16.1% | +9.9% | -26.0% | -9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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