-11.6%
ONDS vs PHM
+16.2%
-27.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | +7.2% | -16.1% | -9.5% |
| 7D | -23.2% | +13.6% | -36.8% | -24.5% |
| 30D | -29.0% | +19.3% | -48.3% | -30.9% |
| 3M | -40.5% | +3.5% | -44.0% | -40.6% |
| 6M | -45.8% | +18.6% | -64.4% | -47.8% |
| YTD | -46.0% | +16.7% | -62.7% | -48.9% |
| 1Y | -11.6% | +14.6% | -26.2% | -17.2% |
| All | -11.6% | +16.2% | -27.8% | -17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 1y: compounded portfolio wealth divided by compounded PHM 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…
1y analysis · Full analysis span regression · 6 months rolling