+215.5%
HPE vs OUST
+554.0%
-338.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.7% | -6.2% | -4.7% |
| 7D | -0.6% | +5.2% | -5.8% | -1.4% |
| 30D | -2.3% | -19.3% | +17.0% | +0.6% |
| 3M | -2.9% | -22.6% | +19.8% | -1.2% |
| 6M | +143.6% | +62.8% | +80.8% | +121.2% |
| YTD | +118.5% | +68.3% | +50.2% | +96.4% |
| 1Y | +129.2% | +28.5% | +100.7% | +110.5% |
| All | +215.5% | +554.0% | -338.5% | +130.4% |
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