+190.7%
HAS vs OUST
+537.2%
-346.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -9.0% | +7.3% | -1.2% |
| 7D | 0.0% | -5.0% | +5.0% | +0.2% |
| 30D | +31.3% | -32.0% | +63.4% | +33.8% |
| 3M | +32.1% | -32.4% | +64.5% | +34.3% |
| 6M | +28.1% | +6.7% | +21.4% | +24.3% |
| YTD | +49.1% | +41.0% | +8.1% | +40.6% |
| 1Y | +60.5% | +18.0% | +42.6% | +53.0% |
| All | +190.7% | +537.2% | -346.4% | +116.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling