+217.5%
HCA vs OUST
-62.4%
+279.9%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.7% | -1.1% |
| 7D | -3.1% | +5.2% | -8.3% | -3.2% |
| 30D | -1.1% | -19.3% | +18.1% | -0.8% |
| 3M | +12.2% | -22.6% | +34.8% | +12.1% |
| 6M | -25.3% | +62.8% | -88.1% | -27.3% |
| YTD | -12.9% | +68.3% | -81.3% | -15.5% |
| 1Y | -0.9% | +28.5% | -29.5% | -3.4% |
| 3Y | +47.6% | +554.0% | -506.4% | +29.6% |
| 5Y | +67.0% | -56.2% | +123.2% | +53.6% |
| All | +217.5% | -62.4% | +279.9% | +192.2% |
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