+75.4%
JHX vs ONTO
+695.7%
-620.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.9% | -6.6% | -3.2% |
| 7D | +4.5% | +9.7% | -5.1% | +1.6% |
| 30D | -1.2% | -8.8% | +7.6% | +0.7% |
| 3M | +32.8% | +4.5% | +28.3% | +26.0% |
| 6M | +41.2% | +56.4% | -15.2% | +17.0% |
| YTD | +43.9% | +78.1% | -34.2% | +13.9% |
| 1Y | +48.0% | +171.3% | -123.2% | +0.5% |
| 3Y | +1.2% | +118.7% | -117.5% | -36.5% |
| 5Y | -22.6% | +269.4% | -292.0% | -63.9% |
| All | +75.4% | +695.7% | -620.3% | -52.3% |
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