+535.7%
ON vs HST
+143.2%
+392.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.6% | -1.8% | -1.1% |
| 7D | -4.1% | +0.6% | -4.7% | -4.2% |
| 30D | -10.2% | +14.5% | -24.7% | -18.1% |
| 3M | -12.7% | +15.4% | -28.2% | -20.9% |
| 6M | -32.5% | +22.0% | -54.5% | -41.7% |
| YTD | +28.6% | +54.9% | -26.3% | -6.4% |
| 1Y | +43.4% | +54.0% | -10.6% | +4.6% |
| 3Y | +3.3% | +90.4% | -87.1% | -34.6% |
| 5Y | +22.5% | +84.2% | -61.7% | -21.5% |
| 10Y | +535.7% | +144.6% | +391.1% | +231.8% |
| All | +535.7% | +143.2% | +392.5% | +231.8% |
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