+52.4%
HALO vs OUST
+28.6%
+23.7%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +14.0% | -29.7% | -15.7% |
| 7D | -20.8% | +17.0% | -37.8% | -20.8% |
| 30D | -6.5% | -16.5% | +10.0% | -6.0% |
| 3M | +20.8% | -23.7% | +44.5% | +21.4% |
| 6M | +56.2% | +18.4% | +37.8% | +51.1% |
| YTD | +54.0% | +60.8% | -6.8% | +45.0% |
| All | +52.4% | +28.6% | +23.7% | +42.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling