+13.5%
HON vs OUST
+42.6%
-29.0%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +10.8% | -6.8% | +3.7% |
| 7D | +2.3% | +36.7% | -34.3% | +1.4% |
| 30D | +10.2% | -3.3% | +13.6% | +10.0% |
| 3M | -6.7% | -11.1% | +4.4% | -6.8% |
| 6M | +3.3% | +53.1% | -49.7% | -1.0% |
| YTD | +13.4% | +78.2% | -64.8% | +7.7% |
| All | +13.5% | +42.6% | -29.0% | +8.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling