+116.4%
HPE vs OUST
+11.1%
+105.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +15.7% | -21.4% | -9.4% |
| 7D | -17.0% | -0.2% | -16.8% | -17.2% |
| 30D | -26.7% | -24.0% | -2.7% | -22.5% |
| 3M | -4.1% | -29.9% | +25.7% | +2.4% |
| 6M | +75.4% | +19.1% | +56.3% | +62.5% |
| YTD | +111.0% | +55.0% | +56.0% | +80.2% |
| 1Y | +116.4% | +21.2% | +95.3% | +95.2% |
| All | +116.4% | +11.1% | +105.4% | +95.2% |
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