+581.1%
ON vs HST
+97.2%
+484.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.8% |
| 7D | +2.4% | -1.0% | +3.5% | +3.1% |
| 30D | -3.3% | -12.3% | +9.0% | +5.4% |
| 3M | -43.6% | -6.4% | -37.2% | -41.5% |
| 6M | +19.0% | +15.0% | +3.9% | +6.8% |
| YTD | +37.4% | +30.5% | +6.8% | +12.4% |
| 1Y | +54.8% | +35.7% | +19.1% | +22.4% |
| 3Y | -25.2% | +68.4% | -93.5% | -48.7% |
| 5Y | +62.7% | +73.1% | -10.4% | +9.6% |
| All | +581.1% | +97.2% | +484.0% | +321.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 HST 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