+81.0%
HPQ vs OUST
-60.2%
+141.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +10.8% | -11.6% | -1.6% |
| 7D | -0.6% | +36.7% | -37.3% | -3.4% |
| 30D | -6.5% | -3.3% | -3.1% | -6.6% |
| 3M | -5.1% | -11.1% | +6.1% | -5.1% |
| 6M | +27.3% | +53.1% | -25.8% | +18.1% |
| YTD | +31.7% | +78.2% | -46.5% | +19.1% |
| 1Y | +13.0% | +50.0% | -37.0% | +3.6% |
| 3Y | +18.3% | +836.2% | -817.9% | -15.5% |
| 5Y | +7.4% | -50.0% | +57.3% | -7.2% |
| All | +81.0% | -60.2% | +141.3% | +55.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling