+286.0%
HALO vs OUST
-62.4%
+348.4%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -0.6% |
| 7D | +4.6% | +5.2% | -0.6% | +4.3% |
| 30D | +31.8% | -19.3% | +51.1% | +33.3% |
| 3M | +53.9% | -22.6% | +76.5% | +54.0% |
| 6M | +57.4% | +62.8% | -5.4% | +47.9% |
| YTD | +63.7% | +68.3% | -4.6% | +53.0% |
| 1Y | +50.1% | +28.5% | +21.6% | +41.4% |
| 3Y | +157.3% | +554.0% | -396.7% | +95.7% |
| 5Y | +161.0% | -56.2% | +217.2% | +138.2% |
| All | +286.0% | -62.4% | +348.4% | +275.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling