+5.8%
HD vs OUST
-49.1%
+54.8%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +14.0% | -15.9% | -2.5% |
| 7D | +4.3% | +17.0% | -12.7% | +3.5% |
| 30D | +20.2% | -16.5% | +36.7% | +20.9% |
| 3M | -1.0% | -23.7% | +22.7% | -0.3% |
| 6M | +7.9% | +18.4% | -10.5% | +4.7% |
| YTD | +2.0% | +60.8% | -58.8% | -3.3% |
| 1Y | -4.3% | +44.2% | -48.5% | -8.9% |
| 3Y | +25.9% | +668.1% | -642.2% | -0.8% |
| All | +5.8% | -49.1% | +54.8% | -6.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling