-22.1%
ONON vs FHN
+90.8%
-112.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.1% | -1.5% | -2.2% |
| 7D | -1.7% | +2.7% | -4.3% | -2.5% |
| 30D | -27.4% | -3.1% | -24.3% | -26.7% |
| 3M | -26.5% | +2.3% | -28.9% | -27.2% |
| 6M | -34.2% | +9.7% | -44.0% | -36.2% |
| YTD | -41.3% | +4.7% | -46.1% | -42.2% |
| 1Y | -39.7% | +13.8% | -53.4% | -42.2% |
| 3Y | -7.8% | +131.6% | -139.4% | -26.2% |
| All | -22.1% | +90.8% | -112.9% | -33.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling