+476.3%
ONTO vs HIG
+180.8%
+295.6%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.4% | -3.3% | -3.0% |
| 7D | +17.5% | +2.6% | +14.9% | +16.4% |
| 30D | -15.7% | +4.2% | -19.8% | -17.5% |
| 3M | -39.7% | +0.2% | -39.9% | -40.4% |
| 6M | -26.5% | +4.6% | -31.1% | -29.8% |
| YTD | +29.0% | +1.1% | +27.9% | +24.2% |
| 1Y | +57.0% | +4.7% | +52.3% | +48.3% |
| 3Y | +50.0% | +95.5% | -45.5% | +1.4% |
| 5Y | +127.3% | +111.7% | +15.6% | +46.4% |
| All | +476.3% | +180.8% | +295.6% | +227.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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