+82.4%
HPQ vs OUST
-64.1%
+146.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +14.0% | -17.3% | -4.5% |
| 7D | -1.1% | +17.0% | -18.1% | -2.6% |
| 30D | -11.7% | -16.5% | +4.8% | -10.8% |
| 3M | +2.0% | -23.7% | +25.6% | +3.3% |
| 6M | +35.9% | +18.4% | +17.5% | +28.9% |
| YTD | +32.7% | +60.8% | -28.1% | +21.1% |
| 1Y | +14.3% | +44.2% | -29.9% | +5.1% |
| 3Y | +17.8% | +668.1% | -650.3% | -14.3% |
| 5Y | +7.6% | -48.8% | +56.4% | -7.0% |
| All | +82.4% | -64.1% | +146.5% | +57.9% |
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