+887.0%
HWM vs ONTO
+390.5%
+496.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +11.1% | -8.6% | -0.7% |
| 7D | +3.4% | -14.0% | +17.4% | +7.4% |
| 30D | -7.5% | -43.1% | +35.5% | +7.7% |
| 3M | -28.9% | -35.5% | +6.6% | -21.8% |
| 6M | -19.6% | -41.1% | +21.5% | -12.4% |
| YTD | +0.6% | +9.8% | -9.2% | -12.2% |
| 1Y | +0.3% | +31.5% | -31.2% | -17.9% |
| 3Y | +326.1% | +45.2% | +281.0% | +187.0% |
| 5Y | +525.2% | +86.7% | +438.5% | +243.0% |
| All | +887.0% | +390.5% | +496.5% | +173.8% |
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