+35.7%
HST vs OUST
+33.5%
+2.2%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | +0.2% |
| 7D | -1.0% | +5.2% | -6.3% | -1.2% |
| 30D | -12.3% | -19.3% | +7.0% | -11.8% |
| 3M | -6.4% | -22.6% | +16.3% | -6.3% |
| 6M | +15.0% | +62.8% | -47.8% | +9.5% |
| YTD | +30.5% | +68.3% | -37.8% | +23.9% |
| 1Y | +35.7% | +28.5% | +7.1% | +29.9% |
| All | +35.7% | +33.5% | +2.2% | +29.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling