+172.4%
HST vs OUST
-64.1%
+236.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +14.0% | -14.0% | -1.1% |
| 7D | -2.7% | +17.0% | -19.7% | -4.0% |
| 30D | +10.7% | -16.5% | +27.2% | +11.8% |
| 3M | +6.3% | -23.7% | +29.9% | +7.7% |
| 6M | +19.0% | +18.4% | +0.6% | +13.4% |
| YTD | +47.0% | +60.8% | -13.8% | +35.3% |
| 1Y | +53.4% | +44.2% | +9.3% | +42.0% |
| 3Y | +78.0% | +668.1% | -590.1% | +28.2% |
| 5Y | +71.7% | -48.8% | +120.5% | +48.7% |
| All | +172.4% | -64.1% | +236.5% | +147.3% |
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