+41.6%
HSY vs OUST
-64.1%
+105.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +14.0% | -13.6% | +0.6% |
| 7D | +7.5% | +17.0% | -9.5% | +7.8% |
| 30D | +11.1% | -16.5% | +27.6% | +10.9% |
| 3M | -1.9% | -23.7% | +21.7% | -2.1% |
| 6M | -3.0% | +18.4% | -21.3% | -2.5% |
| YTD | 0.0% | +60.8% | -60.8% | +0.8% |
| 1Y | +9.4% | +44.2% | -34.8% | +10.3% |
| 3Y | +3.8% | +668.1% | -664.3% | +5.1% |
| 5Y | +15.2% | -48.8% | +64.0% | +13.3% |
| All | +41.6% | -64.1% | +105.7% | +38.4% |
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