+390.5%
ONTO vs FHN
+84.4%
+306.0%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | -0.3% | +11.4% | +11.2% |
| 7D | -14.0% | -1.0% | -13.0% | -13.7% |
| 30D | -43.1% | +0.2% | -43.3% | -43.2% |
| 3M | -35.5% | -9.0% | -26.5% | -32.9% |
| 6M | -41.1% | -6.8% | -34.2% | -39.3% |
| YTD | +9.8% | -1.5% | +11.3% | +10.4% |
| 1Y | +31.5% | +10.9% | +20.6% | +25.9% |
| 3Y | +45.2% | +119.4% | -74.2% | +5.9% |
| 5Y | +86.7% | +57.5% | +29.2% | +40.8% |
| All | +390.5% | +84.4% | +306.0% | +245.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 FHN 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