-23.3%
ONON vs PH
+253.5%
-276.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.1% |
| 7D | -3.5% | 0.0% | -3.5% | -3.4% |
| 30D | -30.8% | -10.3% | -20.5% | -25.0% |
| 3M | -29.8% | +5.1% | -34.9% | -33.3% |
| 6M | -34.8% | +2.3% | -37.1% | -36.9% |
| YTD | -42.3% | +8.7% | -50.9% | -46.7% |
| 1Y | -39.5% | +26.8% | -66.3% | -51.1% |
| 3Y | -9.3% | +139.2% | -148.5% | -59.0% |
| All | -23.3% | +253.5% | -276.8% | -75.2% |
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