-21.7%
ONON vs FHN
+90.5%
-112.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.6% | +2.2% |
| 7D | -2.1% | -1.2% | -0.9% | -1.7% |
| 30D | -11.6% | -4.8% | -6.8% | -10.2% |
| 3M | -30.1% | -0.7% | -29.4% | -30.0% |
| 6M | -30.5% | +10.6% | -41.1% | -32.7% |
| YTD | -41.0% | +4.6% | -45.6% | -41.9% |
| 1Y | -36.7% | +11.4% | -48.1% | -38.9% |
| 3Y | -8.6% | +132.3% | -140.9% | -26.8% |
| All | -21.7% | +90.5% | -112.2% | -33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 10y: compounded portfolio wealth divided by compounded FHN 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…
10y analysis · Full analysis span regression · 6 months rolling