-22.1%
ONON vs THC
+262.3%
-284.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.3% | -0.3% | -1.9% |
| 7D | -1.7% | -2.6% | +0.9% | -0.9% |
| 30D | -27.4% | -1.2% | -26.2% | -27.1% |
| 3M | -26.5% | +58.9% | -85.4% | -37.3% |
| 6M | -34.2% | +9.3% | -43.6% | -36.8% |
| YTD | -41.3% | +30.4% | -71.7% | -47.3% |
| 1Y | -39.7% | +34.6% | -74.3% | -46.9% |
| 3Y | -7.8% | +246.7% | -254.5% | -47.6% |
| All | -22.1% | +262.3% | -284.4% | -58.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling