-2.2%
ONDS vs PHM
+149.8%
-152.0%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | +0.6% |
| 7D | -5.0% | -6.4% | +1.4% | -1.6% |
| 30D | -25.6% | -12.1% | -13.5% | -20.3% |
| 3M | -22.1% | -1.5% | -20.6% | -22.7% |
| 6M | -27.6% | -6.0% | -21.6% | -26.4% |
| YTD | -25.7% | -0.3% | -25.4% | -28.1% |
| 1Y | +30.4% | -13.3% | +43.7% | +36.2% |
| 3Y | +695.0% | +47.6% | +647.4% | +459.6% |
| 5Y | -2.2% | +154.7% | -156.9% | -52.5% |
| All | -2.2% | +149.8% | -152.0% | -52.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling