+23.9%
ONDS vs THC
+696.4%
-672.5%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.3% |
| 7D | -3.5% | -0.7% | -2.9% | -3.4% |
| 30D | -14.1% | +1.3% | -15.4% | -14.6% |
| 3M | -36.3% | +64.2% | -100.6% | -47.6% |
| 6M | -27.5% | +8.3% | -35.8% | -30.8% |
| YTD | -21.9% | +33.4% | -55.3% | -32.1% |
| 1Y | +43.0% | +37.7% | +5.3% | +23.9% |
| 3Y | +697.1% | +236.8% | +460.3% | +373.8% |
| 5Y | -1.2% | +249.3% | -250.4% | -43.0% |
| All | +23.9% | +696.4% | -672.5% | -34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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