+256.1%
HALO vs OUST
-60.6%
+316.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | -22.0% | +14.0% | -35.9% | -22.7% |
| 30D | -8.5% | +2.5% | -11.0% | -9.0% |
| 3M | -0.9% | -15.3% | +14.4% | -0.6% |
| 6M | +53.1% | +42.6% | +10.5% | +45.2% |
| YTD | +51.1% | +76.6% | -25.5% | +40.0% |
| 1Y | +45.0% | +54.1% | -9.1% | +35.2% |
| 3Y | +173.0% | +675.3% | -502.3% | +104.6% |
| 5Y | +163.6% | -45.1% | +208.7% | +136.0% |
| All | +256.1% | -60.6% | +316.7% | +243.5% |
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