+474.2%
HPE vs OUST
-60.2%
+534.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +10.8% | -4.7% | +4.9% |
| 7D | -7.1% | +36.7% | -43.8% | -10.8% |
| 30D | -35.3% | -3.3% | -32.0% | -35.2% |
| 3M | -10.4% | -11.1% | +0.7% | -9.7% |
| 6M | +52.5% | +53.1% | -0.6% | +42.8% |
| YTD | +100.3% | +78.2% | +22.0% | +83.0% |
| 1Y | +106.4% | +50.0% | +56.4% | +91.3% |
| 3Y | +227.4% | +836.2% | -608.8% | +144.3% |
| 5Y | +250.6% | -50.0% | +300.6% | +193.5% |
| All | +474.2% | -60.2% | +534.4% | +368.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling