+91.5%
ONTO vs THC
+274.4%
-182.9%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | -1.1% | +12.2% | +11.4% |
| 7D | -14.0% | +3.7% | -17.7% | -15.2% |
| 30D | -43.1% | +9.0% | -52.1% | -44.8% |
| 3M | -35.5% | +10.4% | -45.9% | -37.8% |
| 6M | -41.1% | +45.7% | -86.7% | -49.2% |
| YTD | +9.8% | +42.6% | -32.8% | -5.6% |
| 1Y | +31.5% | +38.8% | -7.2% | +13.8% |
| 3Y | +45.2% | +418.8% | -373.7% | -26.6% |
| All | +91.5% | +274.4% | -182.9% | +9.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling