-32.8%
OPEN vs HST
+89.2%
-122.0%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.6% | +4.8% | +4.9% |
| 7D | -31.1% | -1.3% | -29.8% | -30.1% |
| 30D | -34.7% | +13.4% | -48.1% | -43.3% |
| 3M | -61.9% | +16.7% | -78.6% | -68.0% |
| 6M | -71.9% | +24.0% | -95.9% | -78.3% |
| YTD | -76.6% | +54.0% | -130.5% | -86.2% |
| 1Y | -83.9% | +55.0% | -138.9% | -90.6% |
| All | -32.8% | +89.2% | -122.0% | -70.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling