-88.6%
OPEN vs HST
+170.2%
-258.7%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -1.0% | -8.5% | -8.8% |
| 7D | -31.0% | +3.6% | -34.6% | -33.0% |
| 30D | -41.5% | +9.9% | -51.4% | -45.4% |
| 3M | -64.6% | +12.9% | -77.5% | -67.6% |
| 6M | -73.8% | +22.9% | -96.6% | -77.6% |
| YTD | -78.8% | +52.4% | -131.2% | -84.6% |
| 1Y | -86.8% | +52.5% | -139.4% | -90.4% |
| 3Y | -40.6% | +87.4% | -128.1% | -61.3% |
| 5Y | -94.7% | +82.9% | -177.6% | -96.3% |
| All | -88.6% | +170.2% | -258.7% | -91.3% |
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 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