-21.7%
ONON vs HIG
+115.0%
-136.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.3% | +2.4% | +2.3% |
| 7D | -2.1% | -1.5% | -0.6% | -1.3% |
| 30D | -11.6% | -0.4% | -11.3% | -11.5% |
| 3M | -30.1% | +6.7% | -36.8% | -32.5% |
| 6M | -30.5% | +2.0% | -32.5% | -31.4% |
| YTD | -41.0% | +0.3% | -41.3% | -41.3% |
| 1Y | -36.7% | +4.2% | -40.9% | -38.4% |
| 3Y | -8.6% | +102.2% | -110.8% | -44.0% |
| All | -21.7% | +115.0% | -136.7% | -55.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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