+174.9%
ONTO vs ALHC
-61.5%
+236.3%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | -2.9% | +14.0% | +11.4% |
| 7D | -14.0% | +1.0% | -15.0% | -14.1% |
| 30D | -43.1% | -14.2% | -28.9% | -42.3% |
| 3M | -35.5% | -45.1% | +9.6% | -31.7% |
| 6M | -41.1% | -59.5% | +18.5% | -36.4% |
| YTD | +9.8% | -62.8% | +72.6% | +19.2% |
| 1Y | +31.5% | -55.5% | +87.0% | +39.7% |
| 3Y | +45.2% | +25.7% | +19.5% | +26.3% |
| 5Y | +86.7% | -66.8% | +153.5% | +82.4% |
| All | +174.9% | -61.5% | +236.3% | +147.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 10y: compounded portfolio wealth divided by compounded ALHC 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…
10y analysis · Full analysis span regression · 6 months rolling