+260.5%
HALO vs OUST
-60.2%
+320.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +10.8% | -11.5% | -1.3% |
| 7D | -20.2% | +36.7% | -56.9% | -21.9% |
| 30D | -6.8% | -3.3% | -3.5% | -7.0% |
| 3M | -0.2% | -11.1% | +10.9% | -0.2% |
| 6M | +60.5% | +53.1% | +7.5% | +51.5% |
| YTD | +52.9% | +78.2% | -25.3% | +41.6% |
| 1Y | +50.8% | +50.0% | +0.8% | +41.0% |
| 3Y | +180.6% | +836.2% | -655.6% | +106.5% |
| 5Y | +166.6% | -50.0% | +216.5% | +140.3% |
| All | +260.5% | -60.2% | +320.7% | +247.5% |
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