+508.7%
ONTO vs PHM
+244.6%
+264.1%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | -0.8% | +9.7% | +9.3% |
| 7D | +16.4% | -4.8% | +21.1% | +19.1% |
| 30D | -21.4% | +16.5% | -38.0% | -28.5% |
| 3M | -32.7% | -2.0% | -30.8% | -33.5% |
| 6M | -25.2% | +12.7% | -37.9% | -31.8% |
| YTD | +36.2% | +11.2% | +25.1% | +24.5% |
| 1Y | +61.2% | +7.7% | +53.4% | +49.3% |
| 3Y | +58.7% | +60.9% | -2.2% | +13.9% |
| 5Y | +143.6% | +167.7% | -24.1% | +29.7% |
| All | +508.7% | +244.6% | +264.1% | +179.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 PHM 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