+18.5%
ONDS vs HL
+316.5%
-298.0%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.9% | -6.2% | -4.8% |
| 7D | -4.2% | +0.4% | -4.6% | -4.3% |
| 30D | -21.7% | +18.8% | -40.5% | -25.2% |
| 3M | -24.5% | +43.7% | -68.2% | -31.2% |
| 6M | -25.0% | -1.0% | -24.0% | -25.6% |
| YTD | -25.3% | +8.7% | -34.0% | -28.1% |
| 1Y | +33.8% | +105.0% | -71.2% | +10.7% |
| 3Y | +699.3% | +427.3% | +272.1% | +409.5% |
| 5Y | -5.2% | +249.3% | -254.5% | -37.0% |
| All | +18.5% | +316.5% | -298.0% | -31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HL.
Daily Out/Under-Performance
Portfolio return minus HL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HL 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 all: compounded portfolio wealth divided by compounded HL 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…
all analysis · Full analysis span regression · 6 months rolling