+23.9%
ONDS vs HSY
+33.0%
-9.1%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +8.2% | -1.6% | +9.8% | +7.9% |
| 30D | -16.4% | -4.2% | -12.1% | -17.0% |
| 3M | -26.0% | -0.7% | -25.3% | -25.9% |
| 6M | -22.5% | -21.8% | -0.7% | -24.4% |
| YTD | -21.9% | -2.7% | -19.3% | -22.0% |
| 1Y | +25.7% | -4.8% | +30.6% | +25.2% |
| 3Y | +735.5% | -9.4% | +744.9% | +732.7% |
| 5Y | -0.1% | +11.3% | -11.4% | +12.9% |
| All | +23.9% | +33.0% | -9.1% | +40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HSY.
Daily Out/Under-Performance
Portfolio return minus HSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HSY 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded HSY 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling