+735.5%
ONDS vs HST
+68.6%
+666.9%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | -0.1% |
| 7D | +8.2% | +2.0% | +6.3% | +6.6% |
| 30D | -16.4% | -5.2% | -11.1% | -12.5% |
| 3M | -26.0% | -6.2% | -19.8% | -22.7% |
| 6M | -22.5% | +20.4% | -42.9% | -36.2% |
| YTD | -21.9% | +30.6% | -52.6% | -40.7% |
| 1Y | +25.7% | +37.4% | -11.6% | -11.0% |
| 3Y | +735.5% | +66.1% | +669.4% | +300.5% |
| All | +735.5% | +68.6% | +666.9% | +300.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling