+17.6%
ONDS vs JHX
+6.2%
+11.4%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.7% |
| 7D | -5.1% | -6.3% | +1.2% | -2.5% |
| 30D | -26.0% | -7.7% | -18.3% | -23.5% |
| 3M | -26.4% | +19.2% | -45.6% | -32.1% |
| 6M | -26.4% | +38.3% | -64.7% | -36.6% |
| YTD | -25.9% | +37.2% | -63.1% | -36.3% |
| 1Y | +12.6% | +42.3% | -29.7% | -4.6% |
| 3Y | +706.9% | -4.4% | +711.3% | +611.4% |
| 5Y | -2.4% | -26.4% | +23.9% | -1.5% |
| All | +17.6% | +6.2% | +11.4% | -15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside JHX.
Daily Out/Under-Performance
Portfolio return minus JHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JHX 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 JHX 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