-11.6%
ONDS vs HST
+76.4%
-88.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | +1.3% | -10.3% | -9.2% |
| 7D | -23.2% | +3.3% | -26.5% | -23.7% |
| 30D | -29.0% | +16.4% | -45.3% | -31.0% |
| 3M | -40.5% | +5.5% | -46.0% | -41.7% |
| 6M | -45.8% | +31.1% | -77.0% | -48.3% |
| YTD | -46.0% | +55.9% | -101.9% | -46.4% |
| 1Y | -11.6% | +75.6% | -87.2% | -3.3% |
| All | -11.6% | +76.4% | -88.0% | -3.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling