+133.9%
HL vs OUST
+33.5%
+100.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.7% | -4.2% | -2.8% |
| 7D | +1.5% | +5.2% | -3.8% | +0.7% |
| 30D | +25.1% | -19.3% | +44.3% | +28.7% |
| 3M | +22.9% | -22.6% | +45.5% | +23.7% |
| 6M | -4.9% | +62.8% | -67.7% | -15.1% |
| YTD | +7.8% | +68.3% | -60.5% | -4.5% |
| 1Y | +133.9% | +28.5% | +105.3% | +101.1% |
| All | +133.9% | +33.5% | +100.4% | +101.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling