+122.7%
HBAN vs OUST
-62.4%
+185.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.3% |
| 7D | +0.7% | +5.2% | -4.6% | +0.2% |
| 30D | -3.2% | -19.3% | +16.0% | -1.7% |
| 3M | +4.0% | -22.6% | +26.6% | +4.3% |
| 6M | +3.1% | +62.8% | -59.6% | -4.3% |
| YTD | 0.0% | +68.3% | -68.3% | -7.9% |
| 1Y | -1.2% | +28.5% | -29.7% | -7.8% |
| 3Y | +72.5% | +554.0% | -481.6% | +28.5% |
| 5Y | +39.3% | -56.2% | +95.5% | +16.9% |
| All | +122.7% | -62.4% | +185.1% | +90.9% |
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