+19.9%
HBAN vs OUST
-53.0%
+72.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -8.5% |
| 6M | +5.0% | -2.0% | +7.0% | +2.0% |
| YTD | -6.1% | +54.7% | -60.9% | -14.0% |
| 1Y | +4.6% | +48.8% | -44.2% | -4.1% |
| 3Y | +74.9% | +607.8% | -532.9% | +25.7% |
| All | +19.9% | -53.0% | +72.9% | -5.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling