+13.1%
HPQ vs ONTO
+124.4%
-111.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.9% | +4.5% | +2.2% |
| 7D | +3.2% | +17.5% | -14.3% | -0.1% |
| 30D | -3.6% | -15.7% | +12.0% | -1.5% |
| 3M | -5.3% | -39.7% | +34.4% | +2.5% |
| 6M | +41.1% | -26.5% | +67.6% | +41.5% |
| YTD | +36.9% | +29.0% | +7.9% | +15.7% |
| 1Y | +23.5% | +57.0% | -33.4% | -1.4% |
| 3Y | +19.6% | +50.0% | -30.4% | -15.7% |
| All | +13.1% | +124.4% | -111.3% | -40.4% |
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