+30.7%
ONTO vs THC
+418.9%
-388.3%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.6% | -2.0% | -13.6% | -15.2% |
| 7D | -29.7% | +5.9% | -35.6% | -30.5% |
| 30D | -50.3% | +10.8% | -61.1% | -51.4% |
| 3M | -43.5% | +9.4% | -52.9% | -44.7% |
| 6M | -48.9% | +53.3% | -102.1% | -54.9% |
| YTD | -1.2% | +44.2% | -45.3% | -11.7% |
| 1Y | +14.9% | +37.3% | -22.4% | +4.1% |
| All | +30.7% | +418.9% | -388.3% | -18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 3y: compounded portfolio wealth divided by compounded THC 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…
3y analysis · Full analysis span regression · 6 months rolling