+314.0%
HLT vs OUST
-65.5%
+379.5%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -8.5% | +8.6% | +0.6% |
| 7D | +0.7% | -3.8% | +4.5% | +0.9% |
| 30D | +13.7% | +5.1% | +8.7% | +13.1% |
| 3M | +16.3% | -25.8% | +42.2% | +17.7% |
| 6M | +19.9% | -2.0% | +21.9% | +17.3% |
| YTD | +30.1% | +54.7% | -24.6% | +22.1% |
| 1Y | +38.5% | +48.8% | -10.3% | +30.1% |
| 3Y | +131.0% | +607.8% | -476.8% | +81.6% |
| 5Y | +163.7% | -52.7% | +216.4% | +135.3% |
| All | +314.0% | -65.5% | +379.5% | +290.9% |
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