+23.5%
HPQ vs OUST
+40.1%
-16.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -8.5% | +10.2% | +2.0% |
| 7D | +3.2% | -3.8% | +6.9% | +3.2% |
| 30D | -3.6% | +5.1% | -8.7% | -4.0% |
| 3M | -5.3% | -25.8% | +20.5% | -4.7% |
| 6M | +41.1% | -2.0% | +43.2% | +36.5% |
| YTD | +36.9% | +54.7% | -17.9% | +24.8% |
| 1Y | +23.5% | +48.8% | -25.3% | +12.8% |
| All | +23.5% | +40.1% | -16.6% | +12.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling