+40.5%
GEHC vs OUST
+165.4%
-124.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -9.0% | +6.6% | -1.9% |
| 7D | +9.6% | -5.0% | +14.6% | +9.8% |
| 30D | +29.4% | -32.0% | +61.4% | +31.7% |
| 3M | +19.3% | -32.4% | +51.7% | +21.2% |
| 6M | +37.4% | +6.7% | +30.6% | +32.5% |
| YTD | +2.3% | +41.0% | -38.7% | -3.9% |
| 1Y | +11.0% | +18.0% | -7.0% | +5.3% |
| 3Y | +17.6% | +560.6% | -543.0% | -7.3% |
| All | +40.5% | +165.4% | -124.9% | +15.2% |
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