+125.9%
HPE vs OUST
+30.2%
+95.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.7% | -6.2% | -4.8% |
| 7D | -0.6% | +5.2% | -5.8% | -1.7% |
| 30D | -2.3% | -19.3% | +17.0% | +1.7% |
| 3M | -2.9% | -22.6% | +19.8% | -0.7% |
| 6M | +143.6% | +62.8% | +80.8% | +111.3% |
| YTD | +118.5% | +68.3% | +50.2% | +86.3% |
| All | +125.9% | +30.2% | +95.7% | +100.9% |
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