+114.4%
HPE vs OUST
+40.1%
+74.3%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -8.5% | +4.8% | -1.6% |
| 7D | +7.9% | -3.8% | +11.6% | +8.8% |
| 30D | -23.5% | +5.1% | -28.5% | -24.8% |
| 3M | -19.1% | -25.8% | +6.7% | -14.5% |
| 6M | +51.4% | -2.0% | +53.4% | +46.6% |
| YTD | +103.4% | +54.7% | +48.7% | +73.2% |
| 1Y | +114.4% | +48.8% | +65.6% | +82.2% |
| All | +114.4% | +40.1% | +74.3% | +82.2% |
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