+325.8%
HWM vs OUST
+626.4%
-300.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +14.0% | -11.6% | +1.5% |
| 7D | +3.3% | +17.0% | -13.7% | +2.1% |
| 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% | -22.8% |
| YTD | +0.5% | +60.8% | -60.3% | -6.6% |
| 1Y | +0.3% | +44.2% | -43.9% | -6.3% |
| 3Y | +325.8% | +668.1% | -342.3% | +248.6% |
| All | +325.8% | +626.4% | -300.6% | +248.6% |
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