+440.7%
HPE vs OUST
-64.1%
+504.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +14.0% | -12.6% | -0.3% |
| 7D | -18.7% | +17.0% | -35.7% | -20.5% |
| 30D | -37.9% | -16.5% | -21.4% | -36.7% |
| 3M | -14.4% | -23.7% | +9.3% | -12.1% |
| 6M | +48.2% | +18.4% | +29.8% | +42.6% |
| YTD | +88.6% | +60.8% | +27.8% | +74.5% |
| 1Y | +94.8% | +44.2% | +50.6% | +81.7% |
| 3Y | +202.7% | +668.1% | -465.4% | +130.3% |
| 5Y | +231.6% | -48.8% | +280.5% | +179.6% |
| All | +440.7% | -64.1% | +504.9% | +346.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling