+108.9%
HBAN vs OUST
-65.5%
+174.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -8.5% | +9.1% | +1.3% |
| 7D | +2.3% | -3.8% | +6.0% | +2.5% |
| 30D | +4.8% | +5.1% | -0.3% | +3.9% |
| 3M | -10.1% | -25.8% | +15.7% | -8.6% |
| 6M | +5.0% | -2.0% | +7.0% | +2.2% |
| YTD | -6.1% | +54.7% | -60.9% | -13.6% |
| 1Y | +4.6% | +48.8% | -44.2% | -3.6% |
| 3Y | +74.9% | +607.8% | -532.9% | +29.2% |
| 5Y | +21.4% | -52.7% | +74.1% | +1.3% |
| All | +108.9% | -65.5% | +174.4% | +79.1% |
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