-5.3%
JHX vs ONTO
+106.2%
-111.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.4% | +0.9% | -1.8% |
| 7D | -4.9% | +6.5% | -11.4% | -6.2% |
| 30D | -9.3% | -15.9% | +6.6% | -6.3% |
| 3M | +28.1% | -0.2% | +28.2% | +24.6% |
| 6M | +35.2% | +38.7% | -3.5% | +22.0% |
| YTD | +35.9% | +70.4% | -34.5% | +17.5% |
| 1Y | +42.5% | +153.6% | -111.1% | +12.5% |
| All | -5.3% | +106.2% | -111.5% | -34.9% |
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