+181.5%
HAL vs OUST
-64.1%
+245.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +14.0% | -14.3% | -1.0% |
| 7D | -12.0% | +17.0% | -29.0% | -12.9% |
| 30D | +0.3% | -16.5% | +16.8% | +1.0% |
| 3M | -1.6% | -23.7% | +22.1% | -0.7% |
| 6M | -20.5% | +18.4% | -38.9% | -23.2% |
| YTD | +14.2% | +60.8% | -46.6% | +7.5% |
| 1Y | +18.9% | +44.2% | -25.3% | +12.3% |
| 3Y | -13.7% | +668.1% | -681.8% | -30.8% |
| 5Y | +42.2% | -48.8% | +91.0% | +30.7% |
| All | +181.5% | -64.1% | +245.7% | +162.1% |
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