+44.2%
HD vs OUST
-65.4%
+109.7%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +15.7% | -9.2% | +5.9% |
| 7D | +11.9% | -0.2% | +12.1% | +11.9% |
| 30D | +26.4% | -24.0% | +50.4% | +27.6% |
| 3M | +2.8% | -29.9% | +32.7% | +3.9% |
| 6M | +15.5% | +19.1% | -3.7% | +12.4% |
| YTD | +5.5% | +55.0% | -49.5% | +0.8% |
| 1Y | -4.6% | +21.2% | -25.8% | -7.9% |
| 3Y | +29.9% | +626.0% | -596.1% | +6.6% |
| 5Y | +8.4% | -51.6% | +60.0% | -4.3% |
| All | +44.2% | -65.4% | +109.7% | +26.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling