-4.4%
ON vs HST
+77.0%
-81.5%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -11.7% | -2.7% | -9.0% | -9.2% |
| 30D | -23.3% | +10.7% | -34.0% | -29.5% |
| 3M | -19.2% | +6.3% | -25.4% | -23.2% |
| 6M | -40.1% | +19.0% | -59.1% | -49.6% |
| YTD | +16.9% | +47.0% | -30.1% | -19.9% |
| 1Y | +29.7% | +53.4% | -23.7% | -15.2% |
| 3Y | -4.4% | +78.0% | -82.4% | -49.0% |
| All | -4.4% | +77.0% | -81.5% | -49.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling