-23.3%
ONON vs THC
+268.5%
-291.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.7% |
| 7D | -5.3% | 0.0% | -5.3% | -5.4% |
| 30D | -13.1% | +1.5% | -14.7% | -13.7% |
| 3M | -29.3% | +59.9% | -89.2% | -39.9% |
| 6M | -34.5% | +11.0% | -45.5% | -37.4% |
| YTD | -42.2% | +32.6% | -74.8% | -48.4% |
| 1Y | -37.3% | +37.4% | -74.7% | -45.3% |
| 3Y | -9.3% | +252.5% | -261.8% | -48.7% |
| All | -23.3% | +268.5% | -291.8% | -59.7% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 10y: compounded portfolio wealth divided by compounded THC 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…
10y analysis · Full analysis span regression · 6 months rolling