+501.9%
HBM vs OUST
-62.4%
+564.3%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.6% | -1.2% |
| 7D | -6.4% | +5.2% | -11.6% | -7.0% |
| 30D | +5.9% | -19.3% | +25.2% | +8.9% |
| 3M | -8.9% | -22.6% | +13.7% | -7.2% |
| 6M | +10.7% | +62.8% | -52.1% | +0.4% |
| YTD | +38.3% | +68.3% | -30.1% | +24.0% |
| 1Y | +121.3% | +28.5% | +92.8% | +101.8% |
| 3Y | +450.6% | +554.0% | -103.5% | +257.9% |
| 5Y | +338.0% | -56.2% | +394.2% | +280.4% |
| All | +501.9% | -62.4% | +564.3% | +447.7% |
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