-25.3%
HDB vs OUST
-49.1%
+23.7%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +14.0% | -12.2% | +1.1% |
| 7D | +13.3% | +17.0% | -3.7% | +12.3% |
| 30D | +13.6% | -16.5% | +30.0% | +14.3% |
| 3M | +5.8% | -23.7% | +29.4% | +6.7% |
| 6M | -1.9% | +18.4% | -20.3% | -4.7% |
| YTD | -31.2% | +60.8% | -92.0% | -34.7% |
| 1Y | -29.6% | +44.2% | -73.8% | -32.9% |
| 3Y | -10.1% | +668.1% | -678.2% | -29.3% |
| All | -25.3% | -49.1% | +23.7% | -26.2% |
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