+483.2%
HPE vs OUST
-65.5%
+548.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -8.5% | +4.8% | -2.7% |
| 7D | +7.9% | -3.8% | +11.6% | +8.4% |
| 30D | -23.5% | +5.1% | -28.5% | -24.1% |
| 3M | -19.1% | -25.8% | +6.7% | -16.6% |
| 6M | +51.4% | -2.0% | +53.4% | +49.1% |
| YTD | +103.4% | +54.7% | +48.7% | +89.1% |
| 1Y | +114.4% | +48.8% | +65.6% | +99.7% |
| 3Y | +224.7% | +607.8% | -383.2% | +149.3% |
| 5Y | +277.8% | -52.7% | +330.5% | +220.7% |
| All | +483.2% | -65.5% | +548.7% | +383.7% |
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