+11.4%
HSY vs OUST
-53.0%
+64.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -8.5% | +9.1% | +0.4% |
| 7D | -2.1% | -3.8% | +1.6% | -2.2% |
| 30D | +6.1% | +5.1% | +1.0% | +6.3% |
| 3M | -5.6% | -25.8% | +20.2% | -5.8% |
| 6M | -9.5% | -2.0% | -7.5% | -9.4% |
| YTD | -2.1% | +54.7% | -56.8% | -1.5% |
| 1Y | +0.8% | +48.8% | -48.0% | +1.3% |
| 3Y | -2.1% | +607.8% | -610.0% | -2.2% |
| All | +11.4% | -53.0% | +64.4% | +7.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling