-5.5%
ONON vs HST
+96.0%
-101.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.0% | -3.7% | -4.0% |
| 7D | -11.9% | +3.6% | -15.5% | -14.3% |
| 30D | -6.8% | +9.9% | -16.7% | -13.3% |
| 3M | +6.6% | +12.9% | -6.3% | -2.9% |
| 6M | -2.2% | +22.9% | -25.1% | -16.8% |
| YTD | -28.9% | +52.4% | -81.3% | -48.5% |
| 1Y | -20.3% | +52.5% | -72.9% | -42.6% |
| 3Y | +22.9% | +87.4% | -64.5% | -26.9% |
| 5Y | -11.1% | +82.9% | -94.0% | -50.4% |
| All | -5.5% | +96.0% | -101.5% | -49.6% |
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