+245.3%
HLT vs OUST
-62.4%
+307.8%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.7% | -1.1% |
| 7D | -3.3% | +5.2% | -8.5% | -3.6% |
| 30D | -4.1% | -19.3% | +15.2% | -3.0% |
| 3M | -7.9% | -22.6% | +14.7% | -7.8% |
| 6M | +2.2% | +62.8% | -60.6% | -3.5% |
| YTD | +8.5% | +68.3% | -59.9% | +1.9% |
| 1Y | +12.1% | +28.5% | -16.4% | +6.2% |
| 3Y | +107.6% | +554.0% | -446.4% | +64.5% |
| 5Y | +156.4% | -56.2% | +212.6% | +130.3% |
| All | +245.3% | -62.4% | +307.8% | +226.1% |
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