-20.0%
ONON vs THC
+270.7%
-290.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.9% | -1.5% |
| 7D | -3.0% | -0.7% | -2.3% | -2.8% |
| 30D | -26.7% | +1.3% | -28.0% | -27.0% |
| 3M | -25.3% | +64.2% | -89.6% | -36.9% |
| 6M | -35.3% | +8.3% | -43.5% | -37.6% |
| YTD | -39.8% | +33.4% | -73.2% | -46.3% |
| 1Y | -39.2% | +37.7% | -76.9% | -46.9% |
| 3Y | -4.2% | +236.8% | -241.0% | -44.7% |
| All | -20.0% | +270.7% | -290.7% | -58.1% |
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