+279.6%
ONDS vs GEHC
+2.6%
+277.0%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.1% |
| 7D | -5.0% | -7.9% | +2.9% | -2.5% |
| 30D | -25.6% | -11.7% | -13.9% | -22.7% |
| 3M | -22.1% | +0.8% | -22.9% | -23.7% |
| 6M | -27.6% | -11.6% | -16.0% | -25.4% |
| YTD | -25.7% | -21.6% | -4.2% | -20.2% |
| 1Y | +30.4% | -15.3% | +45.7% | +35.4% |
| 3Y | +695.0% | -0.5% | +695.5% | +617.0% |
| All | +279.6% | +2.6% | +277.0% | +214.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GEHC.
Daily Out/Under-Performance
Portfolio return minus GEHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEHC 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 GEHC 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