-3.2%
HCA vs OUST
+34.0%
-37.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.9% | -3.6% | -0.6% |
| 7D | -2.8% | +12.7% | -15.5% | -2.3% |
| 30D | -2.7% | -13.6% | +10.9% | -3.2% |
| 3M | +11.5% | -8.3% | +19.8% | +11.5% |
| 6M | -24.3% | +85.0% | -109.2% | -24.2% |
| YTD | -13.6% | +73.2% | -86.8% | -13.0% |
| 1Y | -3.2% | +32.5% | -35.7% | -2.1% |
| All | -3.2% | +34.0% | -37.2% | -2.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling