+68.1%
ONTO vs THC
+287.8%
-219.7%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.6% | -2.0% | -13.6% | -15.0% |
| 7D | -29.7% | +5.9% | -35.6% | -31.0% |
| 30D | -50.3% | +10.8% | -61.1% | -52.0% |
| 3M | -43.5% | +9.4% | -52.9% | -45.3% |
| 6M | -48.9% | +53.3% | -102.1% | -56.7% |
| YTD | -1.2% | +44.2% | -45.3% | -15.3% |
| 1Y | +14.9% | +37.3% | -22.4% | 0.0% |
| 3Y | +31.2% | +421.6% | -390.4% | -33.7% |
| 5Y | +68.1% | +279.8% | -211.7% | -4.5% |
| All | +68.1% | +287.8% | -219.7% | -4.5% |
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 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