-0.5%
HDB vs OUST
-60.6%
+60.1%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +0.7% |
| 7D | +12.7% | +31.9% | -19.2% | +10.9% |
| 30D | +16.6% | -4.2% | +20.8% | +16.5% |
| 3M | +10.8% | -9.3% | +20.1% | +10.8% |
| 6M | +3.8% | +51.7% | -47.8% | -0.7% |
| YTD | -28.9% | +76.6% | -105.5% | -33.2% |
| 1Y | -28.0% | +48.9% | -76.9% | -31.7% |
| 3Y | -7.2% | +675.3% | -682.4% | -27.4% |
| 5Y | -22.2% | -44.0% | +21.8% | -27.3% |
| All | -0.5% | -60.6% | +60.1% | -3.5% |
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