+5.6%
HD vs ONTO
+104.0%
-98.5%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +6.2% | -5.2% | +0.5% |
| 7D | -2.1% | -1.0% | -1.0% | -2.0% |
| 30D | -8.4% | -2.9% | -5.5% | -8.5% |
| 3M | +4.3% | -2.5% | +6.8% | +3.3% |
| 6M | -11.1% | +28.2% | -39.3% | -14.3% |
| YTD | -4.7% | +69.8% | -74.5% | -10.3% |
| 1Y | -19.8% | +162.9% | -182.7% | -27.7% |
| All | +5.6% | +104.0% | -98.5% | -10.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling