-4.6%
HD vs OUST
+11.1%
-15.6%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +15.7% | -9.2% | +6.6% |
| 7D | +11.9% | -0.2% | +12.1% | +11.8% |
| 30D | +26.4% | -24.0% | +50.4% | +26.4% |
| 3M | +2.8% | -29.9% | +32.7% | +2.7% |
| 6M | +15.5% | +19.1% | -3.7% | +14.6% |
| YTD | +5.5% | +55.0% | -49.5% | +3.6% |
| 1Y | -4.6% | +21.2% | -25.8% | -4.8% |
| All | -4.6% | +11.1% | -15.6% | -4.8% |
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