-87.0%
OPEN vs HST
+160.6%
-247.7%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.8% | 0.0% | -21.7% | -21.8% |
| 7D | -22.2% | -2.7% | -19.5% | -20.3% |
| 30D | -38.3% | +10.7% | -49.0% | -42.6% |
| 3M | -59.4% | +6.3% | -65.6% | -61.0% |
| 6M | -74.4% | +19.0% | -93.3% | -77.5% |
| YTD | -76.0% | +47.0% | -123.0% | -82.0% |
| 1Y | -78.7% | +53.4% | -132.1% | -84.5% |
| 3Y | -30.0% | +78.0% | -108.0% | -52.6% |
| 5Y | -93.7% | +71.7% | -165.4% | -95.5% |
| All | -87.0% | +160.6% | -247.7% | -89.8% |
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