-20.0%
ONON vs HST
+67.8%
-87.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.5% |
| 7D | -3.0% | -1.0% | -1.9% | -2.3% |
| 30D | -26.7% | -12.3% | -14.5% | -19.5% |
| 3M | -25.3% | -6.4% | -18.9% | -21.9% |
| 6M | -35.3% | +15.0% | -50.3% | -42.1% |
| YTD | -39.8% | +30.5% | -70.3% | -51.0% |
| 1Y | -39.2% | +35.7% | -74.9% | -52.4% |
| 3Y | -4.2% | +68.4% | -72.6% | -38.6% |
| All | -20.0% | +67.8% | -87.9% | -52.0% |
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