+23.9%
ONDS vs HST
+83.6%
-59.7%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.3% |
| 7D | -3.5% | -1.0% | -2.5% | -2.6% |
| 30D | -14.1% | -12.3% | -1.8% | -4.9% |
| 3M | -36.3% | -6.4% | -30.0% | -33.5% |
| 6M | -27.5% | +15.0% | -42.5% | -36.5% |
| YTD | -21.9% | +30.5% | -52.4% | -38.6% |
| 1Y | +43.0% | +35.7% | +7.3% | +7.0% |
| 3Y | +697.1% | +68.4% | +628.7% | +406.0% |
| 5Y | -1.2% | +73.1% | -74.3% | -37.3% |
| All | +23.9% | +83.6% | -59.7% | -8.9% |
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