+17.9%
ONDS vs HIG
+233.2%
-215.3%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | -5.0% | -2.3% | -2.7% | -4.0% |
| 30D | -25.6% | -1.2% | -24.4% | -25.3% |
| 3M | -22.1% | +6.3% | -28.4% | -25.4% |
| 6M | -27.6% | +0.6% | -28.2% | -29.0% |
| YTD | -25.7% | +0.6% | -26.3% | -27.7% |
| 1Y | +30.4% | +6.1% | +24.3% | +23.4% |
| 3Y | +695.0% | +102.0% | +593.0% | +425.9% |
| 5Y | -2.2% | +119.2% | -121.4% | -36.9% |
| All | +17.9% | +233.2% | -215.3% | -26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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