-1.5%
HDB vs OUST
-62.3%
+60.7%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.2% | +3.0% | -1.0% |
| 7D | +4.1% | +19.9% | -15.8% | +3.0% |
| 30D | +13.0% | +3.6% | +9.4% | +12.4% |
| 3M | +11.3% | -20.6% | +31.9% | +12.1% |
| 6M | +6.9% | +35.1% | -28.1% | +3.0% |
| YTD | -29.6% | +69.1% | -98.8% | -33.7% |
| 1Y | -29.5% | +49.9% | -79.5% | -33.2% |
| 3Y | -8.1% | +642.4% | -650.5% | -28.0% |
| 5Y | -23.4% | -48.3% | +24.9% | -28.0% |
| All | -1.5% | -62.3% | +60.7% | -4.3% |
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