+18.0%
JHX vs OUST
-60.6%
+78.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.9% | -2.1% | -2.9% |
| 7D | +6.6% | +31.9% | -25.3% | +3.6% |
| 30D | +15.6% | -4.2% | +19.9% | +15.6% |
| 3M | -4.5% | -9.3% | +4.7% | -4.4% |
| 6M | +38.5% | +51.7% | -13.2% | +28.2% |
| YTD | +40.0% | +76.6% | -36.6% | +26.4% |
| 1Y | +67.0% | +48.9% | +18.1% | +52.8% |
| 3Y | -0.6% | +675.3% | -675.9% | -28.8% |
| 5Y | -26.1% | -44.0% | +18.0% | -39.8% |
| All | +18.0% | -60.6% | +78.6% | +1.5% |
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