+44.0%
HON vs OUST
-64.1%
+108.1%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +14.0% | -12.0% | +1.3% |
| 7D | +0.8% | +17.0% | -16.2% | 0.0% |
| 30D | +5.7% | -16.5% | +22.2% | +6.4% |
| 3M | -8.3% | -23.7% | +15.3% | -7.6% |
| 6M | -2.4% | +18.4% | -20.8% | -5.1% |
| YTD | +9.0% | +60.8% | -51.8% | +3.9% |
| 1Y | +9.2% | +44.2% | -35.0% | +4.4% |
| 3Y | +26.3% | +668.1% | -641.8% | +6.3% |
| 5Y | +9.1% | -48.8% | +58.0% | -2.0% |
| All | +44.0% | -64.1% | +108.1% | +29.5% |
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