+9.4%
HSY vs OUST
+32.6%
-23.1%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +14.0% | -13.6% | +1.2% |
| 7D | +7.5% | +17.0% | -9.5% | +8.6% |
| 30D | +11.1% | -16.5% | +27.6% | +10.4% |
| 3M | -1.9% | -23.7% | +21.7% | -2.7% |
| 6M | -3.0% | +18.4% | -21.3% | -0.8% |
| YTD | 0.0% | +60.8% | -60.8% | +5.9% |
| 1Y | +9.4% | +44.2% | -34.8% | +15.4% |
| All | +9.4% | +32.6% | -23.1% | +15.4% |
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 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