+71.1%
HCA vs ONTO
+246.7%
-175.6%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.4% | +3.3% | +0.1% |
| 7D | +2.9% | +6.5% | -3.6% | +2.5% |
| 30D | +2.4% | -15.9% | +18.3% | +3.4% |
| 3M | +13.0% | -0.2% | +13.2% | +11.3% |
| 6M | -21.4% | +38.7% | -60.1% | -25.6% |
| YTD | -9.5% | +70.4% | -79.8% | -16.5% |
| 1Y | +7.5% | +153.6% | -146.1% | -5.8% |
| 3Y | +57.6% | +109.2% | -51.6% | +27.9% |
| 5Y | +71.1% | +249.7% | -178.6% | +17.1% |
| All | +71.1% | +246.7% | -175.6% | +17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ONTO.
Daily Out/Under-Performance
Portfolio return minus ONTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONTO 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 ONTO 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