+123.5%
HPE vs OUST
+50.6%
+72.9%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | 0.0% | +4.8% | +4.8% |
| 7D | +0.3% | +14.0% | -13.6% | -2.9% |
| 30D | -28.6% | +2.5% | -31.1% | -29.4% |
| 3M | -7.4% | -15.3% | +8.0% | -5.2% |
| 6M | +63.7% | +42.6% | +21.1% | +45.8% |
| YTD | +111.7% | +76.6% | +35.1% | +74.5% |
| 1Y | +123.5% | +54.1% | +69.4% | +89.5% |
| All | +123.5% | +50.6% | +72.9% | +89.5% |
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