+1,084.7%
HWM vs OUST
-65.4%
+1,150.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +15.7% | -20.0% | -5.4% |
| 7D | +9.4% | -0.2% | +9.6% | +9.2% |
| 30D | -7.0% | -24.0% | +17.0% | -5.4% |
| 3M | -25.9% | -29.9% | +4.0% | -24.4% |
| 6M | -10.8% | +19.1% | -30.0% | -14.6% |
| YTD | +4.3% | +55.0% | -50.7% | -3.1% |
| 1Y | +4.4% | +21.2% | -16.8% | -1.4% |
| 3Y | +348.8% | +626.0% | -277.2% | +243.1% |
| 5Y | +598.5% | -51.6% | +650.1% | +539.1% |
| All | +1,084.7% | -65.4% | +1,150.2% | +1,022.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling