+10.6%
ON vs HST
+87.3%
-76.7%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.2% | +1.1% |
| 7D | +17.0% | +3.6% | +13.4% | +13.4% |
| 30D | -3.9% | +9.9% | -13.8% | -11.1% |
| 3M | -11.5% | +12.9% | -24.4% | -20.2% |
| 6M | -29.2% | +22.9% | -52.1% | -41.9% |
| YTD | +36.2% | +52.4% | -16.2% | -9.8% |
| 1Y | +49.6% | +52.5% | -2.9% | -1.2% |
| All | +10.6% | +87.3% | -76.7% | -44.8% |
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 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