+508.7%
ONTO vs BAH
+44.4%
+464.3%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | -0.6% | +9.5% | +9.0% |
| 7D | +16.4% | -1.6% | +18.0% | +16.5% |
| 30D | -21.4% | +18.0% | -39.4% | -24.4% |
| 3M | -32.7% | +11.4% | -44.2% | -34.8% |
| 6M | -25.2% | +17.7% | -42.9% | -29.2% |
| YTD | +36.2% | +5.4% | +30.9% | +31.4% |
| 1Y | +61.2% | +2.8% | +58.4% | +56.4% |
| 3Y | +58.7% | -26.7% | +85.3% | +66.8% |
| 5Y | +143.6% | +8.1% | +135.6% | +110.0% |
| All | +508.7% | +44.4% | +464.3% | +345.1% |
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