-55.8%
OUST vs HRB
+140.6%
-196.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | -1.4% | -7.1% | -8.5% |
| 7D | -3.8% | -5.1% | +1.3% | -3.6% |
| 30D | +5.1% | +8.7% | -3.6% | +4.4% |
| 3M | -25.8% | -5.4% | -20.4% | -25.5% |
| 6M | -2.0% | +41.6% | -43.6% | -6.6% |
| YTD | +54.7% | +18.7% | +36.1% | +56.2% |
| 1Y | +48.8% | +16.4% | +32.4% | +50.7% |
| 3Y | +607.8% | +22.0% | +585.8% | +577.6% |
| All | -55.8% | +140.6% | -196.5% | -63.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling