+66.1%
HST vs OMC
+12.9%
+53.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +0.7% |
| 7D | +2.0% | -5.8% | +7.7% | +3.8% |
| 30D | -5.2% | -4.8% | -0.4% | -3.9% |
| 3M | -6.2% | +9.2% | -15.5% | -9.9% |
| 6M | +20.4% | -2.5% | +22.9% | +20.4% |
| YTD | +30.6% | +2.6% | +28.1% | +27.8% |
| 1Y | +37.4% | +5.9% | +31.4% | +31.6% |
| 3Y | +66.1% | +14.2% | +51.9% | +36.1% |
| All | +66.1% | +12.9% | +53.2% | +36.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling