-31.4%
JHX vs OUST
-53.0%
+21.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -8.5% | +9.4% | +1.8% |
| 7D | -0.2% | -3.8% | +3.6% | +0.2% |
| 30D | +13.1% | +5.1% | +8.0% | +12.0% |
| 3M | -10.0% | -25.8% | +15.8% | -8.0% |
| 6M | +38.9% | -2.0% | +40.9% | +34.4% |
| YTD | +34.0% | +54.7% | -20.7% | +21.4% |
| 1Y | +66.0% | +48.8% | +17.2% | +50.5% |
| 3Y | -6.2% | +607.8% | -614.1% | -35.4% |
| All | -31.4% | -53.0% | +21.7% | -42.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling