-16.1%
ONDS vs HST
+114.2%
-130.3%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.1% | -2.9% | -2.9% |
| 7D | -3.3% | +3.6% | -6.9% | -6.0% |
| 30D | -16.0% | +11.2% | -27.2% | -22.5% |
| 3M | -42.1% | +13.1% | -55.2% | -47.3% |
| 6M | -41.8% | +23.9% | -65.7% | -51.5% |
| YTD | -47.1% | +52.3% | -99.4% | -63.1% |
| 1Y | -21.3% | +56.7% | -78.0% | -46.7% |
| 3Y | +695.1% | +87.5% | +607.6% | +360.6% |
| 5Y | -50.0% | +82.8% | -132.8% | -70.2% |
| All | -16.1% | +114.2% | -130.3% | -45.3% |
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 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