+102.7%
HPE vs OUST
+42.6%
+60.1%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +10.8% | -4.7% | +3.5% |
| 7D | -7.1% | +36.7% | -43.8% | -14.4% |
| 30D | -35.3% | -3.3% | -32.0% | -35.2% |
| 3M | -10.4% | -11.1% | +0.7% | -9.4% |
| 6M | +52.5% | +53.1% | -0.6% | +33.6% |
| YTD | +100.3% | +78.2% | +22.0% | +63.9% |
| All | +102.7% | +42.6% | +60.1% | +72.9% |
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