+18.0%
BAH vs OUST
-64.1%
+82.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +14.0% | -18.5% | -4.6% |
| 7D | -3.5% | +17.0% | -20.5% | -3.7% |
| 30D | +24.3% | -16.5% | +40.8% | +24.4% |
| 3M | +16.3% | -23.7% | +40.0% | +16.6% |
| 6M | +13.6% | +18.4% | -4.8% | +12.2% |
| YTD | +3.5% | +60.8% | -57.3% | +1.1% |
| 1Y | +2.7% | +44.2% | -41.5% | +0.5% |
| 3Y | -26.6% | +668.1% | -694.7% | -32.3% |
| 5Y | +8.5% | -48.8% | +57.4% | +1.5% |
| All | +18.0% | -64.1% | +82.2% | +10.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling