+289.9%
HPE vs ONTO
+658.6%
-368.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +6.2% | -10.6% | -6.5% |
| 7D | -0.6% | -1.0% | +0.4% | -0.4% |
| 30D | -2.3% | -2.9% | +0.6% | -2.4% |
| 3M | -2.9% | -2.5% | -0.4% | -4.7% |
| 6M | +143.6% | +28.2% | +115.4% | +117.5% |
| YTD | +118.5% | +69.8% | +48.7% | +77.0% |
| 1Y | +129.2% | +162.9% | -33.7% | +59.4% |
| 3Y | +212.5% | +95.9% | +116.6% | +117.9% |
| 5Y | +286.9% | +244.5% | +42.4% | +108.7% |
| All | +289.9% | +658.6% | -368.7% | +44.3% |
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