+151.0%
HOOD vs OUST
-64.7%
+215.8%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +15.7% | -13.7% | -2.3% |
| 7D | -4.4% | -0.2% | -4.2% | -4.6% |
| 30D | -23.4% | -24.0% | +0.6% | -18.0% |
| 3M | -6.5% | -29.9% | +23.4% | +1.1% |
| 6M | +14.2% | +19.1% | -5.0% | -1.6% |
| YTD | -22.7% | +55.0% | -77.7% | -38.9% |
| 1Y | -36.1% | +21.2% | -57.3% | -46.0% |
| 3Y | +802.1% | +626.0% | +176.1% | +263.0% |
| 5Y | +135.8% | -51.6% | +187.4% | +141.7% |
| All | +151.0% | -64.7% | +215.8% | +182.0% |
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