-70.8%
OPEN vs HST
+131.4%
-202.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.4% | +0.4% |
| 7D | -4.3% | -1.0% | -3.2% | -3.5% |
| 30D | -16.2% | -12.3% | -4.0% | -7.5% |
| 3M | -36.4% | -6.4% | -30.0% | -33.3% |
| 6M | -35.5% | +15.0% | -50.5% | -42.4% |
| YTD | -46.0% | +30.5% | -76.5% | -55.9% |
| 1Y | -47.1% | +35.7% | -82.8% | -58.6% |
| 3Y | -19.0% | +68.4% | -87.4% | -42.3% |
| 5Y | -83.6% | +73.1% | -156.7% | -87.1% |
| All | -70.8% | +131.4% | -202.2% | -75.1% |
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