-8.6%
ONON vs USHY
+27.0%
-35.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.0% |
| 7D | -2.1% | -0.7% | -1.4% | +0.4% |
| 30D | -11.6% | -0.7% | -10.9% | -9.4% |
| 3M | -30.1% | +0.1% | -30.1% | -30.1% |
| 6M | -30.5% | +1.8% | -32.3% | -34.2% |
| YTD | -41.0% | +1.8% | -42.8% | -44.1% |
| 1Y | -36.7% | +3.3% | -40.0% | -42.9% |
| 3Y | -8.6% | +27.0% | -35.6% | -53.7% |
| All | -8.6% | +27.0% | -35.6% | -53.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 3y: compounded portfolio wealth divided by compounded USHY 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…
3y analysis · Full analysis span regression · 6 months rolling