-3.7%
HD vs OUST
-1.5%
-2.2%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -9.0% | +7.5% | -1.6% |
| 7D | +6.4% | -5.0% | +11.4% | +6.3% |
| 30D | +22.1% | -32.0% | +54.1% | +21.9% |
| 3M | -0.2% | -32.4% | +32.2% | -0.3% |
| 6M | +12.6% | +6.7% | +5.9% | +12.1% |
| YTD | +3.9% | +41.0% | -37.1% | +2.4% |
| 1Y | -3.7% | +18.0% | -21.7% | -4.7% |
| All | -3.7% | -1.5% | -2.2% | -4.7% |
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