+163.8%
ON vs HST
+489.5%
-325.7%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -11.7% | -2.7% | -9.0% | -10.3% |
| 30D | -23.3% | +10.7% | -34.0% | -26.9% |
| 3M | -19.2% | +6.3% | -25.4% | -21.5% |
| 6M | -40.1% | +19.0% | -59.1% | -45.3% |
| YTD | +16.9% | +47.0% | -30.1% | -3.8% |
| 1Y | +29.7% | +53.4% | -23.7% | +4.3% |
| 3Y | -4.4% | +78.0% | -82.4% | -27.5% |
| 5Y | +7.1% | +71.7% | -64.6% | -17.1% |
| 10Y | +447.2% | +146.2% | +301.0% | +247.8% |
| All | +163.8% | +489.5% | -325.7% | -6.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling