+1.0%
HYG vs ONTO
+5.6%
-4.7%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.9% | -4.9% | -0.1% |
| 7D | 0.0% | +9.7% | -9.6% | -0.1% |
| 30D | -0.1% | -8.8% | +8.7% | 0.0% |
| 3M | +1.0% | +4.5% | -3.5% | +0.7% |
| All | +1.0% | +5.6% | -4.7% | +0.7% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling