-64.1%
OUST vs HRB
+266.7%
-330.8%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | -4.2% | +18.2% | +14.3% |
| 7D | +17.0% | +2.7% | +14.3% | +16.8% |
| 30D | -16.5% | +22.1% | -38.6% | -18.0% |
| 3M | -23.7% | +15.7% | -39.4% | -24.8% |
| 6M | +18.4% | +83.3% | -65.0% | +5.5% |
| YTD | +60.8% | +25.0% | +35.8% | +59.1% |
| 1Y | +44.2% | +6.9% | +37.3% | +48.9% |
| 3Y | +668.1% | +39.0% | +629.1% | +614.3% |
| 5Y | -48.8% | +146.4% | -195.2% | -57.6% |
| All | -64.1% | +266.7% | -330.8% | -71.2% |
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