-10.9%
HAL vs OUST
+729.1%
-740.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | 0.0% |
| 7D | -6.5% | +31.9% | -38.4% | -8.0% |
| 30D | -2.1% | -4.2% | +2.1% | -2.2% |
| 3M | -4.9% | -9.3% | +4.4% | -4.8% |
| 6M | -19.3% | +51.7% | -71.0% | -23.5% |
| YTD | +14.3% | +76.6% | -62.3% | +6.4% |
| 1Y | +17.3% | +48.9% | -31.6% | +10.2% |
| 3Y | -10.9% | +675.3% | -686.2% | -32.3% |
| All | -10.9% | +729.1% | -740.0% | -32.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling