+23.5%
JHX vs OUST
-62.4%
+85.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.7% | +0.9% | +2.4% |
| 7D | +1.5% | +5.2% | -3.7% | +1.0% |
| 30D | +7.2% | -19.3% | +26.4% | +9.1% |
| 3M | +29.9% | -22.6% | +52.6% | +30.4% |
| 6M | +35.4% | +62.8% | -27.4% | +24.7% |
| YTD | +46.5% | +68.3% | -21.9% | +33.8% |
| 1Y | +55.5% | +28.5% | +27.0% | +44.3% |
| 3Y | -0.4% | +554.0% | -554.5% | -27.4% |
| 5Y | -23.3% | -56.2% | +32.9% | -36.4% |
| All | +23.5% | -62.4% | +85.9% | +7.4% |
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