-36.7%
ONON vs PH
+25.3%
-62.0%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.7% | +0.4% | +1.3% |
| 7D | -2.1% | -1.3% | -0.8% | -1.5% |
| 30D | -11.6% | -11.0% | -0.6% | -6.9% |
| 3M | -30.1% | +5.5% | -35.6% | -32.9% |
| 6M | -30.5% | +1.5% | -32.0% | -32.3% |
| YTD | -41.0% | +8.8% | -49.8% | -42.9% |
| 1Y | -36.7% | +24.5% | -61.2% | -41.0% |
| All | -36.7% | +25.3% | -62.0% | -41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 1y: compounded portfolio wealth divided by compounded PH 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…
1y analysis · Full analysis span regression · 6 months rolling