+449.2%
ONTO vs PHM
+261.6%
+187.6%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +2.6% | +9.4% | +10.7% |
| 7D | +1.4% | +3.5% | -2.1% | -0.9% |
| 30D | -34.1% | +21.2% | -55.3% | -41.1% |
| 3M | -37.1% | +2.5% | -39.5% | -38.9% |
| 6M | -31.8% | +16.1% | -47.9% | -38.6% |
| YTD | +22.9% | +16.6% | +6.3% | +9.8% |
| 1Y | +39.5% | +14.4% | +25.1% | +25.6% |
| 3Y | +57.7% | +71.9% | -14.2% | +9.7% |
| 5Y | +115.8% | +174.3% | -58.5% | +13.7% |
| All | +449.2% | +261.6% | +187.6% | +146.2% |
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