-23.3%
ONON vs HBM
+367.0%
-390.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.4% |
| 7D | -3.5% | +5.5% | -9.0% | -5.0% |
| 30D | -30.8% | +3.3% | -34.1% | -31.7% |
| 3M | -29.8% | +12.7% | -42.5% | -33.4% |
| 6M | -34.8% | +28.2% | -63.0% | -41.7% |
| YTD | -42.3% | +45.3% | -87.6% | -51.4% |
| 1Y | -39.5% | +121.7% | -161.2% | -56.4% |
| 3Y | -9.3% | +523.5% | -532.8% | -56.2% |
| All | -23.3% | +367.0% | -390.3% | -58.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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