-27.2%
JHX vs ONTO
+261.1%
-288.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.6% | -3.6% | -0.2% |
| 7D | -6.3% | +4.9% | -11.3% | -7.5% |
| 30D | -7.7% | -16.6% | +8.9% | -3.8% |
| 3M | +19.2% | -7.3% | +26.5% | +17.8% |
| 6M | +38.3% | +45.9% | -7.7% | +20.4% |
| YTD | +37.2% | +78.2% | -41.0% | +13.1% |
| 1Y | +42.3% | +159.8% | -117.5% | +4.7% |
| 3Y | -4.4% | +123.4% | -127.8% | -36.1% |
| All | -27.2% | +261.1% | -288.2% | -62.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling