-14.0%
HL vs OUST
+46.4%
-60.4%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -4.2% | -1.2% | -4.4% |
| 7D | -7.6% | +19.9% | -27.5% | -11.7% |
| 30D | -17.5% | +3.6% | -21.1% | -18.7% |
| 3M | -26.2% | -20.6% | -5.6% | -23.7% |
| 6M | -35.1% | +35.1% | -70.1% | -44.3% |
| YTD | -30.4% | +69.1% | -99.5% | -46.6% |
| 1Y | -14.0% | +49.9% | -63.9% | -31.8% |
| All | -14.0% | +46.4% | -60.4% | -31.8% |
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