+288.8%
HCA vs OUST
-64.1%
+352.9%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +14.0% | -16.5% | -2.7% |
| 7D | +4.6% | +17.0% | -12.4% | +4.2% |
| 30D | +12.7% | -16.5% | +29.2% | +12.9% |
| 3M | +21.3% | -23.7% | +44.9% | +21.6% |
| 6M | +15.7% | +18.4% | -2.7% | +13.7% |
| YTD | +6.6% | +60.8% | -54.2% | +3.4% |
| 1Y | +5.7% | +44.2% | -38.5% | +2.8% |
| 3Y | +119.2% | +668.1% | -548.9% | +90.8% |
| 5Y | +107.9% | -48.8% | +156.7% | +90.7% |
| All | +288.8% | -64.1% | +352.9% | +257.4% |
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 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