+0.7%
BAH vs OUST
-62.4%
+63.1%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.7% | -3.1% | -1.5% |
| 7D | -3.2% | +5.2% | -8.5% | -3.3% |
| 30D | +2.0% | -19.3% | +21.3% | +2.2% |
| 3M | -7.6% | -22.6% | +15.0% | -7.6% |
| 6M | -5.7% | +62.8% | -68.5% | -7.6% |
| YTD | -11.7% | +68.3% | -80.1% | -13.7% |
| 1Y | -27.4% | +28.5% | -55.9% | -28.8% |
| 3Y | -32.5% | +554.0% | -586.6% | -37.6% |
| 5Y | -3.3% | -56.2% | +52.9% | -9.7% |
| All | +0.7% | -62.4% | +63.1% | -6.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling