-7.5%
HDB vs OUST
+594.6%
-602.1%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -8.5% | +9.0% | +0.7% |
| 7D | +2.7% | -3.8% | +6.5% | +2.8% |
| 30D | +14.1% | +5.1% | +9.1% | +13.8% |
| 3M | +11.8% | -25.8% | +37.6% | +12.5% |
| 6M | +8.2% | -2.0% | +10.2% | +7.2% |
| YTD | -29.3% | +54.7% | -84.0% | -31.3% |
| 1Y | -28.8% | +48.8% | -77.6% | -30.8% |
| 3Y | -7.5% | +607.8% | -615.3% | -20.5% |
| All | -7.5% | +594.6% | -602.1% | -20.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling