+25.6%
HYG vs ONTO
+115.7%
-90.0%
-4.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.6% | -4.6% | -0.2% |
| 7D | -0.7% | +4.9% | -5.7% | -0.9% |
| 30D | -0.7% | -16.6% | +15.9% | -0.2% |
| 3M | -0.2% | -7.3% | +7.1% | -0.3% |
| 6M | +1.4% | +45.9% | -44.5% | -0.6% |
| YTD | +1.5% | +78.2% | -76.7% | -1.4% |
| 1Y | +2.9% | +159.8% | -156.9% | -1.5% |
| 3Y | +25.6% | +123.4% | -97.8% | +16.8% |
| All | +25.6% | +115.7% | -90.0% | +16.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling