+99.0%
HLT vs OUST
+645.3%
-546.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.9% | -5.1% | -2.3% |
| 7D | -2.4% | +12.7% | -15.1% | -3.0% |
| 30D | -4.1% | -13.6% | +9.5% | -3.5% |
| 3M | -10.6% | -8.3% | -2.3% | -11.2% |
| 6M | +2.0% | +85.0% | -82.9% | -3.8% |
| YTD | +6.1% | +73.2% | -67.1% | +0.1% |
| 1Y | +9.8% | +32.5% | -22.7% | +4.4% |
| 3Y | +99.0% | +643.8% | -544.8% | +58.8% |
| All | +99.0% | +645.3% | -546.3% | +58.8% |
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 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