-23.2%
BAH vs OUST
+537.2%
-560.3%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -9.0% | +10.2% | +1.2% |
| 7D | +6.0% | -5.0% | +11.1% | +6.1% |
| 30D | +31.1% | -32.0% | +63.1% | +31.4% |
| 3M | +25.2% | -32.4% | +57.5% | +25.5% |
| 6M | +18.9% | +6.7% | +12.2% | +16.9% |
| YTD | +8.3% | +41.0% | -32.7% | +4.8% |
| 1Y | +6.2% | +18.0% | -11.8% | +3.3% |
| All | -23.2% | +537.2% | -560.3% | -34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 OUST 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