+10.8%
HD vs OUST
-56.2%
+66.9%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.7% | +0.9% |
| 7D | -2.1% | +5.2% | -7.3% | -2.3% |
| 30D | -8.4% | -19.3% | +10.8% | -7.6% |
| 3M | +4.3% | -22.6% | +27.0% | +4.5% |
| 6M | -11.1% | +62.8% | -73.9% | -15.2% |
| YTD | -4.7% | +68.3% | -73.0% | -9.5% |
| 1Y | -19.8% | +28.5% | -48.4% | -23.4% |
| 3Y | +4.1% | +554.0% | -549.9% | -16.6% |
| All | +10.8% | -56.2% | +66.9% | +3.2% |
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