+3.4%
HSY vs OUST
+537.2%
-533.8%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -9.0% | +10.7% | +1.5% |
| 7D | +10.7% | -5.0% | +15.7% | +10.6% |
| 30D | +10.3% | -32.0% | +42.4% | +9.8% |
| 3M | -0.4% | -32.4% | +31.9% | -0.8% |
| 6M | -2.5% | +6.7% | -9.3% | -2.5% |
| YTD | -0.3% | +41.0% | -41.4% | 0.0% |
| 1Y | +7.6% | +18.0% | -10.4% | +8.0% |
| All | +3.4% | +537.2% | -533.8% | -4.8% |
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