+1,511.7%
HST vs OMC
+6,349.0%
-4,837.3%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.4% |
| 7D | -2.7% | +6.3% | -9.0% | -5.9% |
| 30D | +10.7% | +15.4% | -4.7% | +2.3% |
| 3M | +6.3% | +5.8% | +0.5% | +2.3% |
| 6M | +19.0% | +14.7% | +4.3% | +8.4% |
| YTD | +47.0% | +10.3% | +36.7% | +34.0% |
| 1Y | +53.4% | +23.2% | +30.2% | +31.1% |
| 3Y | +78.0% | +24.6% | +53.4% | +47.3% |
| 5Y | +71.7% | +50.1% | +21.6% | +25.6% |
| 10Y | +146.2% | +54.3% | +91.9% | +72.7% |
| All | +1,511.7% | +6,349.0% | -4,837.3% | +144.9% |
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