+232.6%
ONTO vs ALHC
-60.6%
+293.2%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.5% | 0.0% | -2.2% |
| 7D | +34.4% | -0.8% | +35.2% | +34.5% |
| 30D | -20.4% | -9.6% | -10.8% | -19.6% |
| 3M | -37.8% | -44.5% | +6.7% | -34.3% |
| 6M | -24.6% | -59.2% | +34.6% | -18.6% |
| YTD | +32.8% | -62.0% | +94.8% | +43.8% |
| 1Y | +54.7% | -54.8% | +109.5% | +64.1% |
| 3Y | +54.7% | +25.0% | +29.7% | +35.0% |
| 5Y | +134.0% | -65.3% | +199.3% | +127.6% |
| All | +232.6% | -60.6% | +293.2% | +198.7% |
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