+532.6%
HBM vs OUST
-62.6%
+595.2%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.3% | +2.7% | -0.1% |
| 7D | +5.5% | +4.0% | +1.5% | +4.9% |
| 30D | +3.3% | -14.0% | +17.3% | +5.3% |
| 3M | +12.7% | -5.9% | +18.6% | +11.4% |
| 6M | +28.2% | +76.4% | -48.2% | +15.0% |
| YTD | +45.3% | +67.5% | -22.2% | +30.5% |
| 1Y | +121.7% | +27.1% | +94.6% | +102.5% |
| 3Y | +523.5% | +619.0% | -95.5% | +300.0% |
| 5Y | +393.9% | -54.9% | +448.8% | +327.1% |
| All | +532.6% | -62.6% | +595.2% | +476.1% |
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