+223.1%
HPE vs OUST
+729.1%
-506.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.0% |
| 7D | -9.7% | +31.9% | -41.6% | -14.0% |
| 30D | -34.8% | -4.2% | -30.5% | -34.6% |
| 3M | -12.1% | -9.3% | -2.8% | -11.5% |
| 6M | +53.7% | +51.7% | +2.1% | +41.3% |
| YTD | +101.9% | +76.6% | +25.3% | +79.6% |
| 1Y | +104.3% | +48.9% | +55.4% | +85.0% |
| 3Y | +223.1% | +675.3% | -452.2% | +132.9% |
| All | +223.1% | +729.1% | -506.0% | +132.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling