-21.7%
ONON vs XHB
+36.0%
-57.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.6% | +0.5% | +0.6% |
| 7D | -2.1% | -4.6% | +2.6% | +2.3% |
| 30D | -11.6% | -9.1% | -2.5% | -3.5% |
| 3M | -30.1% | -8.6% | -21.5% | -25.0% |
| 6M | -30.5% | -4.0% | -26.5% | -29.1% |
| YTD | -41.0% | -3.9% | -37.1% | -40.4% |
| 1Y | -36.7% | -16.5% | -20.2% | -27.0% |
| 3Y | -8.6% | +22.6% | -31.2% | -35.6% |
| All | -21.7% | +36.0% | -57.7% | -46.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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