+22.4%
HPQ vs OUST
+554.0%
-531.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.7% | +0.5% | +2.1% |
| 7D | +6.9% | +5.2% | +1.7% | +6.5% |
| 30D | +14.4% | -19.3% | +33.7% | +16.1% |
| 3M | +25.6% | -22.6% | +48.3% | +25.7% |
| 6M | +75.0% | +62.8% | +12.3% | +61.5% |
| YTD | +50.7% | +68.3% | -17.7% | +37.9% |
| 1Y | +18.7% | +28.5% | -9.9% | +10.4% |
| All | +22.4% | +554.0% | -531.6% | -10.2% |
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