+182.2%
HAL vs OUST
-68.5%
+250.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -9.0% | +5.7% | -2.8% |
| 7D | -11.1% | -5.0% | -6.0% | -10.9% |
| 30D | -2.4% | -32.0% | +29.6% | -0.6% |
| 3M | +0.8% | -32.4% | +33.1% | +2.5% |
| 6M | -22.8% | +6.7% | -29.5% | -25.0% |
| YTD | +14.5% | +41.0% | -26.5% | +8.6% |
| 1Y | +20.2% | +18.0% | +2.2% | +14.9% |
| 3Y | -15.2% | +560.6% | -575.8% | -31.4% |
| 5Y | +42.5% | -55.1% | +97.7% | +32.0% |
| All | +182.2% | -68.5% | +250.8% | +164.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling