+72.4%
HD vs ONTO
+390.5%
-318.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +11.1% | -12.9% | -3.6% |
| 7D | +4.3% | -14.0% | +18.4% | +6.2% |
| 30D | +20.2% | -43.1% | +63.3% | +30.3% |
| 3M | -1.0% | -35.5% | +34.5% | +4.0% |
| 6M | +7.9% | -41.1% | +49.0% | +12.6% |
| YTD | +2.0% | +9.8% | -7.8% | -7.0% |
| 1Y | -4.3% | +31.5% | -35.8% | -16.2% |
| 3Y | +25.9% | +45.2% | -19.2% | -4.9% |
| 5Y | +5.8% | +86.7% | -80.9% | -30.6% |
| All | +72.4% | +390.5% | -318.0% | -35.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling