-13.3%
ONDS vs HST
+106.8%
-120.1%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.0% | 0.0% | +18.1% | +18.1% |
| 7D | -15.6% | -2.7% | -12.9% | -13.4% |
| 30D | -25.8% | +10.7% | -36.5% | -31.3% |
| 3M | -39.0% | +6.3% | -45.2% | -41.7% |
| 6M | -42.9% | +19.0% | -61.9% | -50.9% |
| YTD | -45.3% | +47.0% | -92.4% | -60.8% |
| 1Y | +1.6% | +53.4% | -51.8% | -30.2% |
| 3Y | +834.3% | +78.0% | +756.3% | +464.7% |
| 5Y | -43.8% | +71.7% | -115.5% | -65.0% |
| All | -13.3% | +106.8% | -120.1% | -41.9% |
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