+162.6%
HALO vs OUST
-53.0%
+215.6%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -8.5% | +8.1% | +0.1% |
| 7D | -3.2% | -3.8% | +0.5% | -3.1% |
| 30D | -14.2% | +5.1% | -19.2% | -14.8% |
| 3M | -0.4% | -25.8% | +25.4% | +0.7% |
| 6M | +43.2% | -2.0% | +45.2% | +39.6% |
| YTD | +49.0% | +54.7% | -5.7% | +39.1% |
| 1Y | +40.8% | +48.8% | -8.0% | +31.5% |
| 3Y | +167.4% | +607.8% | -440.4% | +99.7% |
| All | +162.6% | -53.0% | +215.6% | +153.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling