-87.9%
OPEN vs HST
+174.5%
-262.4%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +5.3% | -11.7% | -10.5% |
| 7D | -24.7% | +0.6% | -25.3% | -25.1% |
| 30D | -41.0% | +14.5% | -55.5% | -46.7% |
| 3M | -62.4% | +15.4% | -77.8% | -66.2% |
| 6M | -73.9% | +22.0% | -95.8% | -77.6% |
| YTD | -77.5% | +54.9% | -132.4% | -83.9% |
| 1Y | -83.6% | +54.0% | -137.5% | -88.2% |
| 3Y | -37.0% | +90.4% | -127.5% | -59.5% |
| 5Y | -93.3% | +84.2% | -177.5% | -95.4% |
| All | -87.9% | +174.5% | -262.4% | -90.9% |
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