+249.6%
HL vs OUST
+594.6%
-345.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -8.5% | +6.7% | -0.6% |
| 7D | -11.1% | -3.8% | -7.3% | -10.6% |
| 30D | -12.1% | +5.1% | -17.1% | -12.9% |
| 3M | -26.1% | -25.8% | -0.3% | -23.6% |
| 6M | -37.7% | -2.0% | -35.7% | -39.4% |
| YTD | -31.7% | +54.7% | -86.4% | -38.0% |
| 1Y | -11.6% | +48.8% | -60.4% | -19.7% |
| 3Y | +249.6% | +607.8% | -358.2% | +106.6% |
| All | +249.6% | +594.6% | -345.0% | +106.6% |
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