+39.4%
HD vs OUST
-64.1%
+103.5%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +14.0% | -15.9% | -2.4% |
| 7D | +4.3% | +17.0% | -12.7% | +3.6% |
| 30D | +20.2% | -16.5% | +36.7% | +20.8% |
| 3M | -1.0% | -23.7% | +22.7% | -0.3% |
| 6M | +7.9% | +18.4% | -10.5% | +5.1% |
| YTD | +2.0% | +60.8% | -58.8% | -2.7% |
| 1Y | -4.3% | +44.2% | -48.5% | -8.4% |
| 3Y | +25.9% | +668.1% | -642.2% | +3.1% |
| 5Y | +5.8% | -48.8% | +54.7% | -6.8% |
| All | +39.4% | -64.1% | +103.5% | +22.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling