+341.5%
ONTO vs HAS
+61.5%
+280.1%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.6% | -1.7% | -13.9% | -14.8% |
| 7D | -29.7% | 0.0% | -29.7% | -29.7% |
| 30D | -50.3% | +31.3% | -81.6% | -56.9% |
| 3M | -43.5% | +32.1% | -75.6% | -51.3% |
| 6M | -48.9% | +28.1% | -77.0% | -55.9% |
| YTD | -1.2% | +49.1% | -50.3% | -21.8% |
| 1Y | +14.9% | +60.5% | -45.6% | -12.7% |
| 3Y | +31.2% | +183.9% | -152.7% | -28.4% |
| 5Y | +68.1% | +51.2% | +16.9% | +28.2% |
| All | +341.5% | +61.5% | +280.1% | +197.6% |
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