+25.0%
HL vs OUST
+11.1%
+14.0%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | +15.7% | -2.6% | +9.6% |
| 7D | +0.2% | -0.2% | +0.4% | +0.1% |
| 30D | -12.1% | -24.0% | +11.9% | -7.5% |
| 3M | -2.8% | -29.9% | +27.1% | +3.0% |
| 6M | -14.9% | +19.1% | -34.1% | -23.8% |
| YTD | -22.0% | +55.0% | -77.0% | -36.2% |
| 1Y | +25.0% | +21.2% | +3.8% | +8.9% |
| All | +25.0% | +11.1% | +14.0% | +8.9% |
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