+1,338.3%
HWM vs OUST
-62.4%
+1,400.8%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.1% | -0.6% |
| 7D | -2.1% | +5.2% | -7.3% | -2.5% |
| 30D | -11.0% | -19.3% | +8.3% | -9.7% |
| 3M | +4.0% | -22.6% | +26.7% | +4.4% |
| 6M | -0.2% | +62.8% | -63.0% | -6.8% |
| YTD | +26.7% | +68.3% | -41.7% | +17.5% |
| 1Y | +44.7% | +28.5% | +16.2% | +35.9% |
| 3Y | +426.1% | +554.0% | -127.9% | +306.5% |
| 5Y | +738.5% | -56.2% | +794.7% | +677.1% |
| All | +1,338.3% | -62.4% | +1,400.8% | +1,260.4% |
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