-25.7%
HDB vs OUST
-56.4%
+30.7%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -9.0% | +10.5% | +2.0% |
| 7D | +13.3% | -5.0% | +18.3% | +13.5% |
| 30D | +10.2% | -32.0% | +42.2% | +12.1% |
| 3M | +3.6% | -32.4% | +35.9% | +5.1% |
| 6M | -0.5% | +6.7% | -7.2% | -2.8% |
| YTD | -32.4% | +41.0% | -73.4% | -35.4% |
| 1Y | -31.1% | +18.0% | -49.0% | -33.6% |
| 3Y | -12.6% | +560.6% | -573.2% | -30.7% |
| 5Y | -25.7% | -55.1% | +29.5% | -25.9% |
| All | -25.7% | -56.4% | +30.7% | -25.9% |
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