+31.0%
HYG vs ONTO
+688.0%
-657.0%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | -0.1% |
| 7D | -0.2% | +9.4% | -9.5% | -0.8% |
| 30D | -0.1% | -4.4% | +4.4% | +0.1% |
| 3M | +0.7% | +1.6% | -0.9% | -0.4% |
| 6M | +1.5% | +45.3% | -43.7% | -2.8% |
| YTD | +1.9% | +76.4% | -74.4% | -4.3% |
| 1Y | +3.7% | +167.2% | -163.4% | -6.3% |
| 3Y | +26.5% | +116.6% | -90.1% | +11.0% |
| 5Y | +19.0% | +263.7% | -244.8% | -4.8% |
| All | +31.0% | +688.0% | -657.0% | -11.7% |
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 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