-38.7%
HOOD vs OUST
+42.6%
-81.3%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +10.8% | -7.9% | -0.2% |
| 7D | -0.6% | +36.7% | -37.3% | -9.6% |
| 30D | -23.6% | -3.3% | -20.2% | -23.6% |
| 3M | -10.7% | -11.1% | +0.4% | -9.7% |
| 6M | +8.2% | +53.1% | -44.9% | -22.1% |
| YTD | -26.3% | +78.2% | -104.6% | -56.3% |
| All | -38.7% | +42.6% | -81.3% | -59.5% |
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 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