-9.4%
ONDS vs HST
+117.8%
-127.2%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +2.6% | -9.3% | -8.8% |
| 7D | -3.8% | +0.6% | -4.4% | -3.9% |
| 30D | -17.2% | +14.5% | -31.7% | -25.4% |
| 3M | -40.2% | +15.4% | -55.6% | -46.5% |
| 6M | -38.5% | +22.0% | -60.5% | -48.1% |
| YTD | -42.9% | +54.9% | -97.8% | -60.7% |
| 1Y | -5.3% | +54.0% | -59.2% | -35.1% |
| 3Y | +820.7% | +90.4% | +730.2% | +426.4% |
| 5Y | -41.6% | +84.2% | -125.8% | -65.5% |
| All | -9.4% | +117.8% | -127.2% | -41.8% |
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