+17.4%
JHX vs OUST
-62.6%
+80.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.3% | +0.2% | -2.9% |
| 7D | +1.6% | +4.0% | -2.5% | +1.2% |
| 30D | -5.0% | -14.0% | +9.0% | -3.8% |
| 3M | +24.5% | -5.9% | +30.4% | +22.7% |
| 6M | +34.9% | +76.4% | -41.4% | +23.2% |
| YTD | +39.3% | +67.5% | -28.1% | +27.3% |
| 1Y | +48.6% | +27.1% | +21.4% | +38.0% |
| 3Y | -2.0% | +619.0% | -621.1% | -29.2% |
| 5Y | -24.4% | -54.9% | +30.5% | -37.4% |
| All | +17.4% | -62.6% | +80.1% | +2.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling