+124.8%
HL vs OUST
-46.2%
+170.9%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -5.6% | +14.0% | -19.5% | -7.3% |
| 30D | -16.2% | +2.5% | -18.7% | -16.7% |
| 3M | -20.5% | -15.3% | -5.2% | -19.3% |
| 6M | -31.7% | +42.6% | -74.3% | -36.6% |
| YTD | -26.4% | +76.6% | -103.0% | -34.1% |
| 1Y | -4.3% | +54.1% | -58.4% | -13.3% |
| 3Y | +276.9% | +675.3% | -398.4% | +145.7% |
| All | +124.8% | -46.2% | +170.9% | +71.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling