+688.0%
ONTO vs EQH
+179.2%
+508.8%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | +9.4% | +1.1% | +8.3% | +8.4% |
| 30D | -4.4% | -1.1% | -3.3% | -4.4% |
| 3M | +1.6% | +25.0% | -23.4% | -13.3% |
| 6M | +45.3% | +33.9% | +11.4% | +17.4% |
| YTD | +76.4% | +11.6% | +64.8% | +59.3% |
| 1Y | +167.2% | +1.5% | +165.6% | +154.3% |
| 3Y | +116.6% | +96.7% | +19.8% | +36.0% |
| 5Y | +263.7% | +93.9% | +169.9% | +129.4% |
| All | +688.0% | +179.2% | +508.8% | +298.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH 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 EQH 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