+107.7%
HBAN vs OUST
-62.3%
+170.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.2% | +3.3% | -0.6% |
| 7D | +0.8% | +19.9% | -19.2% | -0.8% |
| 30D | +3.2% | +3.6% | -0.4% | +2.5% |
| 3M | -11.1% | -20.6% | +9.6% | -10.0% |
| 6M | +1.2% | +35.1% | -33.9% | -4.5% |
| YTD | -6.7% | +69.1% | -75.8% | -14.7% |
| 1Y | +2.4% | +49.9% | -47.5% | -5.6% |
| 3Y | +73.3% | +642.4% | -569.1% | +27.6% |
| 5Y | +20.7% | -48.3% | +69.0% | 0.0% |
| All | +107.7% | -62.3% | +170.0% | +76.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling