+47.4%
JHX vs OUST
+11.1%
+36.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +15.7% | -7.4% | +6.7% |
| 7D | +13.3% | -0.2% | +13.5% | +13.1% |
| 30D | +17.1% | -24.0% | +41.1% | +19.8% |
| 3M | +4.1% | -29.9% | +34.0% | +6.8% |
| 6M | +48.5% | +19.1% | +29.3% | +37.5% |
| YTD | +42.3% | +55.0% | -12.7% | +24.3% |
| 1Y | +47.4% | +21.2% | +26.2% | +36.7% |
| All | +47.4% | +11.1% | +36.3% | +36.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling