+390.5%
ONTO vs BAH
+41.9%
+348.6%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | -4.4% | +15.5% | +11.9% |
| 7D | -14.0% | -3.5% | -10.5% | -13.6% |
| 30D | -43.1% | +24.3% | -67.3% | -45.9% |
| 3M | -35.5% | +16.3% | -51.8% | -38.2% |
| 6M | -41.1% | +13.6% | -54.7% | -43.7% |
| YTD | +9.8% | +3.5% | +6.3% | +6.2% |
| 1Y | +31.5% | +2.7% | +28.8% | +27.3% |
| 3Y | +45.2% | -26.6% | +71.7% | +51.9% |
| 5Y | +86.7% | +8.5% | +78.2% | +59.7% |
| All | +390.5% | +41.9% | +348.6% | +259.8% |
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