+67.9%
HAS vs OUST
-64.1%
+132.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +14.0% | -14.5% | -1.5% |
| 7D | -0.2% | +17.0% | -17.1% | -1.4% |
| 30D | +31.0% | -16.5% | +47.5% | +32.2% |
| 3M | +30.7% | -23.7% | +54.3% | +32.2% |
| 6M | +23.9% | +18.4% | +5.5% | +18.7% |
| YTD | +48.3% | +60.8% | -12.5% | +37.5% |
| 1Y | +60.2% | +44.2% | +16.0% | +49.4% |
| 3Y | +189.2% | +668.1% | -478.9% | +117.0% |
| 5Y | +50.4% | -48.8% | +99.3% | +25.8% |
| All | +67.9% | -64.1% | +132.1% | +37.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling