+359.0%
HBM vs OUST
-64.1%
+423.1%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +14.0% | -12.4% | -0.5% |
| 7D | -3.6% | +17.0% | -20.6% | -6.1% |
| 30D | -19.2% | -16.5% | -2.7% | -17.3% |
| 3M | -20.5% | -23.7% | +3.2% | -17.9% |
| 6M | -12.8% | +18.4% | -31.2% | -17.4% |
| YTD | +5.4% | +60.8% | -55.4% | -5.2% |
| 1Y | +33.0% | +44.2% | -11.2% | +20.9% |
| 3Y | +357.3% | +668.1% | -310.8% | +190.4% |
| 5Y | +210.4% | -48.8% | +259.2% | +162.5% |
| All | +359.0% | -64.1% | +423.1% | +318.5% |
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