+390.5%
ONTO vs HAS
+60.6%
+329.8%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | -0.5% | +11.6% | +11.3% |
| 7D | -14.0% | -0.2% | -13.9% | -14.0% |
| 30D | -43.1% | +31.0% | -74.1% | -50.7% |
| 3M | -35.5% | +30.7% | -66.2% | -44.1% |
| 6M | -41.1% | +23.9% | -65.0% | -48.2% |
| YTD | +9.8% | +48.3% | -38.5% | -13.0% |
| 1Y | +31.5% | +60.2% | -28.7% | 0.0% |
| 3Y | +45.2% | +189.2% | -144.1% | -21.6% |
| 5Y | +86.7% | +50.4% | +36.3% | +42.7% |
| All | +390.5% | +60.6% | +329.8% | +231.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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