+400.3%
HBM vs OUST
-52.5%
+452.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.9% | +2.8% | +5.3% |
| 7D | +7.3% | +12.7% | -5.4% | +5.5% |
| 30D | +5.0% | -13.6% | +18.7% | +7.0% |
| 3M | +11.1% | -8.3% | +19.4% | +10.3% |
| 6M | +30.2% | +85.0% | -54.8% | +16.3% |
| YTD | +46.2% | +73.2% | -27.1% | +30.9% |
| 1Y | +120.0% | +32.5% | +87.5% | +100.1% |
| 3Y | +527.3% | +643.8% | -116.6% | +305.0% |
| 5Y | +400.3% | -52.1% | +452.4% | +343.6% |
| All | +400.3% | -52.5% | +452.8% | +343.6% |
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