+56.7%
HST vs OMC
+24.0%
+32.7%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.3% |
| 7D | +3.6% | +1.9% | +1.7% | +3.3% |
| 30D | +11.2% | +12.2% | -1.0% | +9.5% |
| 3M | +13.1% | +0.6% | +12.5% | +12.8% |
| 6M | +23.9% | +21.0% | +2.9% | +20.1% |
| YTD | +52.3% | +12.4% | +39.9% | +51.1% |
| 1Y | +56.7% | +25.4% | +31.3% | +50.2% |
| All | +56.7% | +24.0% | +32.7% | +50.2% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 1y: compounded portfolio wealth divided by compounded OMC 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…
1y analysis · Full analysis span regression · 6 months rolling