+189.7%
HAL vs OUST
-62.3%
+251.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.2% | +3.7% | -0.3% |
| 7D | +2.6% | +19.9% | -17.3% | +1.5% |
| 30D | -0.1% | +3.6% | -3.7% | -0.6% |
| 3M | -1.1% | -20.6% | +19.5% | -0.4% |
| 6M | -20.7% | +35.1% | -55.8% | -24.0% |
| YTD | +17.5% | +69.1% | -51.6% | +10.2% |
| 1Y | +24.1% | +49.9% | -25.8% | +17.0% |
| 3Y | -8.4% | +642.4% | -650.8% | -26.3% |
| 5Y | +53.2% | -48.3% | +101.5% | +40.9% |
| All | +189.7% | -62.3% | +251.9% | +168.8% |
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