-62.4%
OUST vs HRB
+241.4%
-303.8%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.0% | +5.7% | +2.1% |
| 7D | +5.2% | -5.7% | +10.9% | +5.8% |
| 30D | -19.3% | +7.9% | -27.2% | -20.0% |
| 3M | -22.6% | +32.1% | -54.8% | -25.8% |
| 6M | +62.8% | +62.2% | +0.5% | +47.1% |
| YTD | +68.3% | +16.4% | +51.9% | +67.6% |
| 1Y | +28.5% | -0.3% | +28.8% | +33.3% |
| 3Y | +554.0% | +36.0% | +518.0% | +505.9% |
| 5Y | -56.2% | +125.2% | -181.4% | -63.3% |
| All | -62.4% | +241.4% | -303.8% | -69.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling