+18.5%
ONDS vs USHY
+28.5%
-10.0%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.2% | -4.1% | -3.6% |
| 7D | -4.2% | -0.1% | -4.1% | -3.7% |
| 30D | -21.7% | 0.0% | -21.6% | -21.5% |
| 3M | -24.5% | +0.8% | -25.3% | -26.4% |
| 6M | -25.0% | +1.9% | -26.9% | -28.8% |
| YTD | -25.3% | +2.3% | -27.6% | -29.6% |
| 1Y | +33.8% | +4.1% | +29.6% | +18.8% |
| 3Y | +699.3% | +27.8% | +671.6% | +279.4% |
| 5Y | -5.2% | +21.5% | -26.7% | -26.4% |
| All | +18.5% | +28.5% | -10.0% | -49.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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