-21.7%
ONON vs PHM
+164.1%
-185.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.6% | +0.5% | +1.1% |
| 7D | -2.1% | -5.0% | +2.9% | +0.9% |
| 30D | -11.6% | -8.4% | -3.2% | -6.9% |
| 3M | -30.1% | -4.4% | -25.7% | -28.8% |
| 6M | -30.5% | -3.7% | -26.8% | -29.6% |
| YTD | -41.0% | +1.3% | -42.3% | -42.6% |
| 1Y | -36.7% | -14.0% | -22.7% | -32.3% |
| 3Y | -8.6% | +48.1% | -56.7% | -39.1% |
| All | -21.7% | +164.1% | -185.8% | -70.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 PHM 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