+15.5%
GEHC vs OUST
+216.8%
-201.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -1.3% |
| 7D | -4.0% | +5.2% | -9.2% | -4.3% |
| 30D | -2.0% | -19.3% | +17.3% | -1.0% |
| 3M | +8.0% | -22.6% | +30.6% | +7.9% |
| 6M | -12.8% | +62.8% | -75.5% | -18.1% |
| YTD | -15.9% | +68.3% | -84.3% | -21.5% |
| 1Y | -6.9% | +28.5% | -35.5% | -12.4% |
| 3Y | 0.0% | +554.0% | -554.1% | -21.2% |
| All | +15.5% | +216.8% | -201.3% | -5.9% |
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