+174.1%
HL vs OUST
-64.1%
+238.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +14.0% | -12.0% | +0.1% |
| 7D | +8.9% | +17.0% | -8.1% | +6.6% |
| 30D | -10.1% | -16.5% | +6.4% | -8.2% |
| 3M | -7.0% | -23.7% | +16.6% | -4.4% |
| 6M | -18.8% | +18.4% | -37.1% | -22.9% |
| YTD | -23.1% | +60.8% | -83.9% | -30.3% |
| 1Y | +8.9% | +44.2% | -35.3% | -0.3% |
| 3Y | +255.0% | +668.1% | -413.1% | +132.7% |
| 5Y | +151.5% | -48.8% | +200.3% | +106.9% |
| All | +174.1% | -64.1% | +238.3% | +131.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling