+476.3%
ONTO vs HSY
+43.0%
+433.3%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.6% | -3.5% | -2.9% |
| 7D | +17.5% | -2.1% | +19.6% | +17.7% |
| 30D | -15.7% | +6.1% | -21.8% | -16.5% |
| 3M | -39.7% | -5.6% | -34.1% | -39.4% |
| 6M | -26.5% | -9.5% | -16.9% | -25.7% |
| YTD | +29.0% | -2.1% | +31.1% | +27.3% |
| 1Y | +57.0% | +0.8% | +56.2% | +53.4% |
| 3Y | +50.0% | -2.1% | +52.1% | +42.3% |
| 5Y | +127.3% | +11.2% | +116.0% | +82.9% |
| All | +476.3% | +43.0% | +433.3% | +312.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HSY.
Daily Out/Under-Performance
Portfolio return minus HSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HSY 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 HSY 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