+21.2%
OUST vs HRB
+16.9%
+4.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.7% | +4.4% | +11.4% | +17.5% |
| 7D | -0.2% | +16.0% | -16.3% | +6.4% |
| 30D | -24.0% | +32.1% | -56.1% | -14.2% |
| 3M | -29.9% | +21.5% | -51.4% | -22.7% |
| 6M | +19.1% | +82.1% | -62.9% | +58.6% |
| YTD | +55.0% | +31.6% | +23.4% | +106.1% |
| 1Y | +21.2% | +15.9% | +5.3% | +56.0% |
| All | +21.2% | +16.9% | +4.3% | +56.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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