+148.3%
HL vs OUST
-62.3%
+210.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -4.2% | -1.2% | -4.9% |
| 7D | -7.6% | +19.9% | -27.5% | -9.9% |
| 30D | -17.5% | +3.6% | -21.1% | -18.0% |
| 3M | -26.2% | -20.6% | -5.6% | -24.5% |
| 6M | -35.1% | +35.1% | -70.1% | -39.3% |
| YTD | -30.4% | +69.1% | -99.5% | -37.3% |
| 1Y | -14.0% | +49.9% | -63.9% | -21.6% |
| 3Y | +256.3% | +642.4% | -386.1% | +134.9% |
| 5Y | +112.5% | -48.3% | +160.8% | +74.8% |
| All | +148.3% | -62.3% | +210.6% | +108.2% |
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 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