+588.3%
HWM vs OUST
-49.4%
+637.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.4% |
| 7D | -1.8% | +31.9% | -33.6% | -3.9% |
| 30D | -2.7% | -4.2% | +1.5% | -2.7% |
| 3M | -22.7% | -9.3% | -13.5% | -22.7% |
| 6M | -18.9% | +51.7% | -70.6% | -23.6% |
| YTD | +7.1% | +76.6% | -69.5% | -1.4% |
| 1Y | +4.7% | +48.9% | -44.2% | -2.5% |
| 3Y | +345.6% | +675.3% | -329.7% | +242.7% |
| 5Y | +588.3% | -44.0% | +632.3% | +521.9% |
| All | +588.3% | -49.4% | +637.7% | +521.9% |
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 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