-21.7%
ONON vs JHX
-26.7%
+5.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.0% | +1.1% | +1.7% |
| 7D | -2.1% | -6.3% | +4.2% | +0.2% |
| 30D | -11.6% | -7.7% | -3.9% | -9.1% |
| 3M | -30.1% | +19.2% | -49.3% | -34.8% |
| 6M | -30.5% | +38.3% | -68.8% | -39.1% |
| YTD | -41.0% | +37.2% | -78.2% | -48.4% |
| 1Y | -36.7% | +42.3% | -79.0% | -45.8% |
| 3Y | -8.6% | -4.4% | -4.2% | -20.7% |
| All | -21.7% | -26.7% | +5.0% | -17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside JHX.
Daily Out/Under-Performance
Portfolio return minus JHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JHX 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 JHX 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