+104.3%
HBAN vs OUST
-64.1%
+168.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +14.0% | -14.9% | -2.0% |
| 7D | -2.0% | +17.0% | -19.0% | -3.4% |
| 30D | +2.0% | -16.5% | +18.5% | +3.0% |
| 3M | -10.0% | -23.7% | +13.7% | -8.7% |
| 6M | -5.3% | +18.4% | -23.6% | -9.7% |
| YTD | -8.2% | +60.8% | -69.0% | -15.7% |
| 1Y | +4.2% | +44.2% | -40.0% | -3.6% |
| 3Y | +66.7% | +668.1% | -601.4% | +22.2% |
| 5Y | +21.7% | -48.8% | +70.6% | +1.0% |
| All | +104.3% | -64.1% | +168.4% | +74.7% |
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