+18.5%
ONDS vs HST
+83.5%
-64.9%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.1% | -4.2% | -4.2% |
| 7D | -4.2% | -0.3% | -3.9% | -4.0% |
| 30D | -21.7% | -2.8% | -18.9% | -19.8% |
| 3M | -24.5% | -6.5% | -18.0% | -20.9% |
| 6M | -25.0% | +20.7% | -45.7% | -36.9% |
| YTD | -25.3% | +30.5% | -55.8% | -41.2% |
| 1Y | +33.8% | +36.8% | -3.0% | -0.5% |
| 3Y | +699.3% | +65.9% | +633.5% | +414.2% |
| 5Y | -5.2% | +73.9% | -79.1% | -40.0% |
| All | +18.5% | +83.5% | -64.9% | -12.8% |
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