+381.8%
HBM vs OUST
-60.6%
+442.4%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.9% | -2.8% | -3.5% |
| 7D | +2.4% | +31.9% | -29.5% | -2.0% |
| 30D | -16.0% | -4.2% | -11.8% | -15.7% |
| 3M | -21.3% | -9.3% | -12.1% | -20.8% |
| 6M | -12.2% | +51.7% | -63.9% | -19.5% |
| YTD | +10.7% | +76.6% | -65.9% | -1.9% |
| 1Y | +30.3% | +48.9% | -18.6% | +17.8% |
| 3Y | +432.2% | +675.3% | -243.0% | +238.1% |
| 5Y | +218.8% | -44.0% | +262.8% | +166.5% |
| All | +381.8% | -60.6% | +442.4% | +333.2% |
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