+263.0%
HALO vs OUST
-64.1%
+327.1%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +14.0% | -29.7% | -16.5% |
| 7D | -20.8% | +17.0% | -37.8% | -21.8% |
| 30D | -6.5% | -16.5% | +10.0% | -5.8% |
| 3M | +20.8% | -23.7% | +44.5% | +21.9% |
| 6M | +56.2% | +18.4% | +37.8% | +49.8% |
| YTD | +54.0% | +60.8% | -6.8% | +43.5% |
| 1Y | +51.5% | +44.2% | +7.3% | +41.8% |
| 3Y | +193.9% | +668.1% | -474.2% | +119.5% |
| 5Y | +154.6% | -48.8% | +203.4% | +128.6% |
| All | +263.0% | -64.1% | +327.1% | +252.2% |
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