-22.1%
ONON vs HST
+68.0%
-90.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.1% | -2.7% | -2.6% |
| 7D | -1.7% | +2.0% | -3.6% | -3.1% |
| 30D | -27.4% | -5.2% | -22.1% | -24.4% |
| 3M | -26.5% | -6.2% | -20.3% | -23.2% |
| 6M | -34.2% | +20.4% | -54.7% | -43.2% |
| YTD | -41.3% | +30.6% | -72.0% | -52.3% |
| 1Y | -39.7% | +37.4% | -77.0% | -53.2% |
| 3Y | -7.8% | +66.1% | -74.0% | -40.3% |
| All | -22.1% | +68.0% | -90.1% | -53.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling