-87.4%
OPEN vs HST
+172.9%
-260.3%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.6% | +4.8% | +4.6% |
| 7D | -31.1% | -1.3% | -29.8% | -30.4% |
| 30D | -34.7% | +13.4% | -48.1% | -40.5% |
| 3M | -61.9% | +16.7% | -78.6% | -66.0% |
| 6M | -71.9% | +24.0% | -95.9% | -76.1% |
| YTD | -76.6% | +54.0% | -130.5% | -83.1% |
| 1Y | -83.9% | +55.0% | -138.9% | -88.5% |
| 3Y | -34.4% | +89.3% | -123.7% | -57.6% |
| 5Y | -93.9% | +85.4% | -179.4% | -95.8% |
| All | -87.4% | +172.9% | -260.3% | -90.5% |
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