+88.6%
HPQ vs OUST
-68.5%
+157.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -9.0% | +7.4% | -0.9% |
| 7D | -7.5% | -5.0% | -2.5% | -7.1% |
| 30D | -7.2% | -32.0% | +24.8% | -4.5% |
| 3M | +4.2% | -32.4% | +36.6% | +6.8% |
| 6M | +42.3% | +6.7% | +35.5% | +36.3% |
| YTD | +37.2% | +41.0% | -3.8% | +26.8% |
| 1Y | +16.1% | +18.0% | -1.8% | +8.8% |
| 3Y | +21.5% | +560.6% | -539.1% | -10.4% |
| 5Y | +11.3% | -55.1% | +66.4% | -2.6% |
| All | +88.6% | -68.5% | +157.2% | +65.4% |
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