+293.2%
HCA vs OUST
-62.3%
+355.5%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.2% | +3.2% | -1.0% |
| 7D | -1.3% | +19.9% | -21.3% | -1.7% |
| 30D | +8.7% | +3.6% | +5.1% | +8.4% |
| 3M | +21.0% | -20.6% | +41.6% | +21.2% |
| 6M | +17.0% | +35.1% | -18.1% | +14.6% |
| YTD | +7.8% | +69.1% | -61.3% | +4.5% |
| 1Y | +6.4% | +49.9% | -43.5% | +3.4% |
| 3Y | +120.0% | +642.4% | -522.4% | +92.2% |
| 5Y | +112.9% | -48.3% | +161.2% | +95.1% |
| All | +293.2% | -62.3% | +355.5% | +261.1% |
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