+476.3%
ONTO vs BAH
+44.3%
+432.0%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.3% | -2.6% | -2.8% |
| 7D | +17.5% | +1.7% | +15.8% | +17.2% |
| 30D | -15.7% | +20.8% | -36.4% | -19.2% |
| 3M | -39.7% | +11.6% | -51.3% | -41.6% |
| 6M | -26.5% | +23.1% | -49.6% | -31.3% |
| YTD | +29.0% | +5.3% | +23.7% | +24.4% |
| 1Y | +57.0% | +6.1% | +50.8% | +50.6% |
| 3Y | +50.0% | -27.5% | +77.5% | +58.4% |
| 5Y | +127.3% | +6.2% | +121.1% | +97.4% |
| All | +476.3% | +44.3% | +432.0% | +321.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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