-23.3%
ONON vs HST
+68.5%
-91.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.4% | -0.3% |
| 7D | -5.3% | +0.7% | -6.0% | -5.8% |
| 30D | -13.1% | -0.7% | -12.5% | -12.8% |
| 3M | -29.3% | -4.0% | -25.3% | -27.4% |
| 6M | -34.5% | +20.7% | -55.2% | -43.5% |
| YTD | -42.2% | +31.0% | -73.3% | -53.1% |
| 1Y | -37.3% | +36.2% | -73.6% | -51.1% |
| 3Y | -9.3% | +66.6% | -75.9% | -41.4% |
| All | -23.3% | +68.5% | -91.8% | -54.1% |
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