+350.7%
PH vs OUST
-65.4%
+416.1%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +15.7% | -19.4% | -5.0% |
| 7D | -0.2% | -0.2% | 0.0% | -0.3% |
| 30D | -6.7% | -24.0% | +17.3% | -4.9% |
| 3M | -8.1% | -29.9% | +21.8% | -6.1% |
| 6M | +5.3% | +19.1% | -13.8% | +0.6% |
| YTD | +4.2% | +55.0% | -50.8% | -3.6% |
| 1Y | +19.3% | +21.2% | -1.8% | +12.4% |
| 3Y | +133.9% | +626.0% | -492.1% | +75.7% |
| 5Y | +197.7% | -51.6% | +249.3% | +148.6% |
| All | +350.7% | -65.4% | +416.1% | +281.5% |
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