-13.5%
ONDS vs HAS
+63.3%
-76.8%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -2.0% | -5.1% | -6.2% |
| 7D | +17.7% | +1.6% | +16.1% | +16.9% |
| 30D | -20.7% | +26.6% | -47.3% | -29.4% |
| 3M | -45.5% | +29.0% | -74.5% | -52.2% |
| 6M | -41.2% | +30.6% | -71.7% | -49.1% |
| YTD | -45.5% | +51.5% | -97.0% | -57.0% |
| 1Y | -3.4% | +58.5% | -61.9% | -26.0% |
| 3Y | +779.3% | +214.1% | +565.2% | +334.7% |
| 5Y | -48.5% | +50.2% | -98.7% | -60.1% |
| All | -13.5% | +63.3% | -76.8% | -30.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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