+21.5%
HON vs OUST
+554.0%
-532.5%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | +0.9% |
| 7D | -3.6% | +5.2% | -8.8% | -3.8% |
| 30D | -15.3% | -19.3% | +4.0% | -14.5% |
| 3M | -7.9% | -22.6% | +14.7% | -7.9% |
| 6M | -18.1% | +62.8% | -80.8% | -21.9% |
| YTD | +3.8% | +68.3% | -64.5% | -1.5% |
| 1Y | +0.5% | +28.5% | -28.1% | -4.0% |
| All | +21.5% | +554.0% | -532.5% | -2.6% |
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