+1,041.7%
HWM vs OUST
-64.1%
+1,105.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +14.0% | -11.6% | +1.4% |
| 7D | +3.3% | +17.0% | -13.7% | +1.9% |
| 30D | -7.6% | -16.5% | +8.9% | -6.7% |
| 3M | -28.9% | -23.7% | -5.3% | -28.0% |
| 6M | -19.7% | +18.4% | -38.0% | -23.1% |
| YTD | +0.5% | +60.8% | -60.3% | -6.9% |
| 1Y | +0.3% | +44.2% | -43.9% | -6.6% |
| 3Y | +325.8% | +668.1% | -342.3% | +224.0% |
| 5Y | +524.7% | -48.8% | +573.6% | +469.0% |
| All | +1,041.7% | -64.1% | +1,105.9% | +977.9% |
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