-23.3%
ONON vs USHY
+20.6%
-43.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +1.7% |
| 7D | -5.3% | -0.7% | -4.6% | -2.9% |
| 30D | -13.1% | -0.5% | -12.6% | -11.5% |
| 3M | -29.3% | +0.5% | -29.9% | -30.5% |
| 6M | -34.5% | +1.5% | -36.0% | -37.3% |
| YTD | -42.2% | +1.7% | -44.0% | -45.0% |
| 1Y | -37.3% | +3.5% | -40.9% | -43.8% |
| 3Y | -9.3% | +27.2% | -36.4% | -57.7% |
| All | -23.3% | +20.6% | -43.8% | -41.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling