+17.6%
ONDS vs EQH
+129.7%
-112.2%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -1.4% |
| 7D | -5.1% | +0.7% | -5.8% | -5.7% |
| 30D | -26.0% | +2.8% | -28.8% | -27.7% |
| 3M | -26.4% | +23.1% | -49.5% | -38.6% |
| 6M | -26.4% | +41.4% | -67.8% | -45.6% |
| YTD | -25.9% | +14.3% | -40.2% | -34.7% |
| 1Y | +12.6% | +1.6% | +11.0% | +10.5% |
| 3Y | +706.9% | +102.7% | +604.2% | +366.6% |
| 5Y | -2.4% | +104.5% | -107.0% | -43.4% |
| All | +17.6% | +129.7% | -112.2% | -26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH 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 EQH 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