-6.9%
GEHC vs OUST
+33.5%
-40.4%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -1.2% |
| 7D | -4.0% | +5.2% | -9.2% | -4.0% |
| 30D | -2.0% | -19.3% | +17.3% | -2.1% |
| 3M | +8.0% | -22.6% | +30.6% | +8.1% |
| 6M | -12.8% | +62.8% | -75.5% | -17.0% |
| YTD | -15.9% | +68.3% | -84.3% | -19.6% |
| 1Y | -6.9% | +28.5% | -35.5% | -10.7% |
| All | -6.9% | +33.5% | -40.4% | -10.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling