+292.4%
HPE vs OUST
-48.5%
+340.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.2% | +4.1% | +0.4% |
| 7D | +13.6% | +19.9% | -6.3% | +10.7% |
| 30D | -27.1% | +3.6% | -30.7% | -27.6% |
| 3M | -14.5% | -20.6% | +6.2% | -12.4% |
| 6M | +66.9% | +35.1% | +31.9% | +57.8% |
| YTD | +111.3% | +69.1% | +42.2% | +92.7% |
| 1Y | +117.5% | +49.9% | +67.5% | +100.3% |
| 3Y | +238.1% | +642.4% | -404.3% | +149.6% |
| 5Y | +292.4% | -48.3% | +340.7% | +218.1% |
| All | +292.4% | -48.5% | +340.8% | +218.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling