-23.3%
ONON vs ALHC
-26.3%
+2.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.2% | +1.6% | -1.0% |
| 7D | -3.5% | -4.1% | +0.7% | -2.7% |
| 30D | -30.8% | -5.4% | -25.3% | -30.0% |
| 3M | -29.8% | -32.1% | +2.3% | -25.5% |
| 6M | -34.8% | -28.5% | -6.3% | -32.7% |
| YTD | -42.3% | -34.0% | -8.2% | -39.5% |
| 1Y | -39.5% | -20.9% | -18.6% | -39.2% |
| 3Y | -9.3% | +151.5% | -160.8% | -40.8% |
| All | -23.3% | -26.3% | +2.9% | -40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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