-0.8%
ONON vs THC
+309.7%
-310.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.3% |
| 7D | -10.1% | +0.2% | -10.4% | -10.2% |
| 30D | -1.8% | +9.0% | -10.8% | -4.5% |
| 3M | +12.3% | +12.9% | -0.6% | +7.8% |
| 6M | +2.0% | +52.8% | -50.9% | -12.2% |
| YTD | -25.3% | +47.4% | -72.8% | -35.6% |
| 1Y | -1.3% | +47.7% | -49.1% | -15.4% |
| 3Y | +29.0% | +444.7% | -415.6% | -38.8% |
| 5Y | -6.2% | +269.3% | -275.5% | -50.8% |
| All | -0.8% | +309.7% | -310.6% | -49.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling