-11.2%
HDB vs OUST
-62.4%
+51.2%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -0.5% |
| 7D | +0.4% | +5.2% | -4.8% | +0.1% |
| 30D | -2.8% | -19.3% | +16.5% | -1.8% |
| 3M | -3.5% | -22.6% | +19.1% | -3.3% |
| 6M | -24.7% | +62.8% | -87.5% | -28.3% |
| YTD | -36.6% | +68.3% | -104.9% | -40.0% |
| 1Y | -34.4% | +28.5% | -62.9% | -37.4% |
| 3Y | -24.4% | +554.0% | -578.4% | -40.1% |
| 5Y | -35.4% | -56.2% | +20.9% | -38.3% |
| All | -11.2% | -62.4% | +51.2% | -13.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling