+42.5%
HALO vs OUST
+46.4%
-3.9%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.2% | +3.2% | -1.0% |
| 7D | -18.1% | +19.9% | -38.0% | -18.1% |
| 30D | -8.2% | +3.6% | -11.8% | -8.0% |
| 3M | -1.1% | -20.6% | +19.5% | -0.6% |
| 6M | +41.9% | +35.1% | +6.9% | +36.3% |
| YTD | +49.6% | +69.1% | -19.5% | +40.2% |
| 1Y | +42.5% | +49.9% | -7.4% | +32.7% |
| All | +42.5% | +46.4% | -3.9% | +32.7% |
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