+1,330.6%
HST vs OMC
+6,006.3%
-4,675.6%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.8% | +1.6% |
| 7D | -1.0% | -6.4% | +5.4% | +2.3% |
| 30D | -12.3% | +1.1% | -13.4% | -13.2% |
| 3M | -6.4% | +10.4% | -16.8% | -12.4% |
| 6M | +15.0% | -1.7% | +16.7% | +14.1% |
| YTD | +30.5% | +4.4% | +26.1% | +22.9% |
| 1Y | +35.7% | +8.4% | +27.2% | +24.1% |
| 3Y | +68.4% | +14.4% | +54.0% | +46.6% |
| 5Y | +73.1% | +33.9% | +39.3% | +35.0% |
| 10Y | +92.7% | +34.9% | +57.9% | +45.6% |
| All | +1,330.6% | +6,006.3% | -4,675.6% | +124.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling