+279.4%
HALO vs OUST
-61.4%
+340.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.9% | -4.6% | -1.9% |
| 7D | +0.5% | +12.7% | -12.2% | -0.2% |
| 30D | +5.0% | -13.6% | +18.7% | +5.8% |
| 3M | +53.1% | -8.3% | +61.4% | +51.7% |
| 6M | +60.8% | +85.0% | -24.2% | +49.8% |
| YTD | +60.9% | +73.2% | -12.3% | +50.1% |
| 1Y | +42.8% | +32.5% | +10.3% | +34.2% |
| 3Y | +181.3% | +643.8% | -462.6% | +111.7% |
| 5Y | +157.6% | -52.1% | +209.7% | +133.6% |
| All | +279.4% | -61.4% | +340.7% | +268.4% |
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