+105.3%
HAL vs OUST
-56.2%
+161.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -0.7% |
| 7D | +2.9% | +5.2% | -2.3% | +2.6% |
| 30D | +17.0% | -19.3% | +36.3% | +18.2% |
| 3M | -9.7% | -22.6% | +13.0% | -9.5% |
| 6M | +8.6% | +62.8% | -54.2% | +3.1% |
| YTD | +33.0% | +68.3% | -35.4% | +25.6% |
| 1Y | +68.3% | +28.5% | +39.8% | +60.3% |
| 3Y | +0.1% | +554.0% | -553.9% | -17.9% |
| All | +105.3% | -56.2% | +161.4% | +107.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling