+198.7%
HAL vs OUST
-65.5%
+264.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -8.5% | +11.6% | +3.6% |
| 7D | +6.1% | -3.8% | +9.9% | +6.2% |
| 30D | +2.9% | +5.1% | -2.2% | +2.3% |
| 3M | +3.3% | -25.8% | +29.2% | +4.4% |
| 6M | -16.9% | -2.0% | -14.9% | -18.7% |
| YTD | +21.2% | +54.7% | -33.5% | +14.2% |
| 1Y | +27.5% | +48.8% | -21.3% | +20.2% |
| 3Y | -6.4% | +607.8% | -614.3% | -24.6% |
| 5Y | +58.0% | -52.7% | +110.7% | +45.9% |
| All | +198.7% | -65.5% | +264.2% | +178.4% |
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