+137.6%
HLT vs OUST
+794.9%
-657.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +10.8% | -10.1% | +0.3% |
| 7D | +2.3% | +36.7% | -34.3% | +0.9% |
| 30D | +14.3% | -3.3% | +17.6% | +14.2% |
| 3M | +17.6% | -11.1% | +28.7% | +17.7% |
| 6M | +17.9% | +53.1% | -35.1% | +12.8% |
| YTD | +30.1% | +78.2% | -48.1% | +22.5% |
| 1Y | +36.8% | +50.0% | -13.2% | +29.8% |
| 3Y | +137.6% | +836.2% | -698.6% | +89.6% |
| All | +137.6% | +794.9% | -657.3% | +89.6% |
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