+240.7%
HLT vs OUST
-62.6%
+303.3%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.3% | +4.2% | +1.0% |
| 7D | -1.5% | +4.0% | -5.5% | -1.7% |
| 30D | -1.2% | -14.0% | +12.7% | -0.5% |
| 3M | -10.3% | -5.9% | -4.4% | -11.2% |
| 6M | +1.3% | +76.4% | -75.1% | -4.8% |
| YTD | +7.0% | +67.5% | -60.4% | +0.5% |
| 1Y | +11.9% | +27.1% | -15.2% | +6.0% |
| 3Y | +100.7% | +619.0% | -518.4% | +57.9% |
| 5Y | +147.5% | -54.9% | +202.5% | +122.1% |
| All | +240.7% | -62.6% | +303.3% | +221.8% |
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 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