+493.5%
ONTO vs USHY
+35.1%
+458.3%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -1.4% |
| 7D | +34.4% | -0.3% | +34.7% | +35.8% |
| 30D | -20.4% | +0.3% | -20.7% | -20.8% |
| 3M | -37.8% | -1.7% | -36.1% | -34.5% |
| 6M | -24.6% | -0.4% | -24.2% | -22.8% |
| YTD | +32.8% | +0.7% | +32.1% | +33.2% |
| 1Y | +54.7% | +1.8% | +52.9% | +51.1% |
| 3Y | +54.7% | +25.3% | +29.4% | -8.4% |
| 5Y | +134.0% | +19.9% | +114.1% | +63.2% |
| All | +493.5% | +35.1% | +458.3% | +272.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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