+6.2%
HCA vs OUST
+40.1%
-34.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -8.5% | +8.2% | -0.6% |
| 7D | +0.8% | -3.8% | +4.6% | +0.7% |
| 30D | +6.1% | +5.1% | +1.0% | +6.4% |
| 3M | +21.4% | -25.8% | +47.2% | +19.8% |
| 6M | +17.2% | -2.0% | +19.2% | +17.3% |
| YTD | +7.5% | +54.7% | -47.2% | +9.5% |
| 1Y | +6.2% | +48.8% | -42.6% | +8.4% |
| All | +6.2% | +40.1% | -34.0% | +8.4% |
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