-3.9%
ONON vs PH
+256.5%
-260.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | -10.0% | +4.3% | -14.3% | -12.8% |
| 30D | -5.3% | +0.1% | -5.4% | -6.1% |
| 3M | +6.5% | -9.4% | +15.8% | +13.6% |
| 6M | -5.0% | +8.8% | -13.7% | -13.0% |
| YTD | -27.6% | +9.6% | -37.3% | -34.3% |
| 1Y | -20.7% | +14.4% | -35.1% | -30.3% |
| 3Y | +26.6% | +134.5% | -107.9% | -41.8% |
| 5Y | -9.6% | +204.4% | -214.0% | -71.3% |
| All | -3.9% | +256.5% | -260.4% | -69.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling