+57.5%
HD vs ONTO
+695.7%
-638.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.9% | -7.2% | -3.1% |
| 7D | -1.2% | +9.7% | -10.8% | -2.8% |
| 30D | -11.1% | -8.8% | -2.3% | -10.2% |
| 3M | +2.0% | +4.5% | -2.5% | -1.4% |
| 6M | -10.5% | +56.4% | -66.9% | -20.9% |
| YTD | -6.9% | +78.1% | -84.9% | -20.3% |
| 1Y | -23.2% | +171.3% | -194.4% | -40.5% |
| 3Y | +3.1% | +118.7% | -115.6% | -25.7% |
| 5Y | +7.4% | +269.4% | -262.0% | -38.5% |
| All | +57.5% | +695.7% | -638.2% | -45.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling