+94.8%
HPE vs OUST
+32.6%
+62.2%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +14.0% | -12.6% | -2.0% |
| 7D | -18.7% | +17.0% | -35.7% | -22.1% |
| 30D | -37.9% | -16.5% | -21.4% | -35.6% |
| 3M | -14.4% | -23.7% | +9.3% | -10.2% |
| 6M | +48.2% | +18.4% | +29.8% | +37.0% |
| YTD | +88.6% | +60.8% | +27.8% | +58.9% |
| 1Y | +94.8% | +44.2% | +50.6% | +67.2% |
| All | +94.8% | +32.6% | +62.2% | +67.2% |
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