+37.4%
GEHC vs OUST
+2.5%
+34.9%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -9.0% | +6.6% | -2.8% |
| 7D | +9.6% | -5.0% | +14.6% | +9.3% |
| 30D | +29.4% | -32.0% | +61.4% | +26.8% |
| 3M | +19.3% | -32.4% | +51.7% | +17.0% |
| 6M | +37.4% | +6.7% | +30.6% | +37.5% |
| All | +37.4% | +2.5% | +34.9% | +37.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling