+493.5%
ONTO vs EQH
+198.2%
+295.2%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.3% |
| 7D | +34.4% | +5.1% | +29.3% | +30.7% |
| 30D | -20.4% | +4.7% | -25.2% | -22.2% |
| 3M | -37.8% | +7.2% | -45.1% | -40.6% |
| 6M | -24.6% | +38.9% | -63.5% | -39.6% |
| YTD | +32.8% | +19.2% | +13.7% | +15.5% |
| 1Y | +54.7% | +25.5% | +29.2% | +29.9% |
| 3Y | +54.7% | +125.2% | -70.5% | -10.0% |
| 5Y | +134.0% | +81.6% | +52.4% | +53.2% |
| All | +493.5% | +198.2% | +295.2% | +188.8% |
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