-6.8%
ONDS vs HST
+116.6%
-123.4%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.6% | +3.5% | +3.3% |
| 7D | +8.7% | -1.3% | +10.0% | +10.3% |
| 30D | -14.1% | +13.4% | -27.5% | -22.0% |
| 3M | -41.2% | +16.7% | -57.9% | -47.8% |
| 6M | -39.2% | +24.0% | -63.2% | -49.3% |
| YTD | -41.3% | +54.0% | -95.2% | -59.4% |
| 1Y | -1.2% | +55.0% | -56.2% | -32.8% |
| 3Y | +847.1% | +89.3% | +757.8% | +444.0% |
| 5Y | -44.8% | +85.4% | -130.2% | -67.4% |
| All | -6.8% | +116.6% | -123.4% | -39.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling