+64.8%
HCA vs OUST
-52.5%
+117.3%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.9% | -3.6% | -0.8% |
| 7D | -2.8% | +12.7% | -15.5% | -3.0% |
| 30D | -2.7% | -13.6% | +10.9% | -2.5% |
| 3M | +11.5% | -8.3% | +19.8% | +11.0% |
| 6M | -24.3% | +85.0% | -109.2% | -26.8% |
| YTD | -13.6% | +73.2% | -86.8% | -16.4% |
| 1Y | -3.2% | +32.5% | -35.7% | -6.0% |
| 3Y | +50.4% | +643.8% | -593.4% | +28.4% |
| 5Y | +64.8% | -52.1% | +116.9% | +55.3% |
| All | +64.8% | -52.5% | +117.3% | +55.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling