-7.7%
ONON vs PH
+203.8%
-211.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | -10.0% | +4.3% | -14.3% | -12.9% |
| 30D | -5.3% | +0.1% | -5.4% | -6.1% |
| 3M | +6.5% | -9.4% | +15.8% | +13.8% |
| 6M | -5.0% | +8.8% | -13.7% | -13.3% |
| YTD | -27.6% | +9.6% | -37.3% | -34.5% |
| 1Y | -20.7% | +14.4% | -35.1% | -30.7% |
| 3Y | +26.6% | +134.5% | -107.9% | -44.2% |
| All | -7.7% | +203.8% | -211.4% | -71.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling