+172.5%
HST vs OUST
-68.5%
+241.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -9.0% | +3.3% | -5.0% |
| 7D | -4.2% | -5.0% | +0.9% | -3.9% |
| 30D | +9.6% | -32.0% | +41.6% | +12.5% |
| 3M | -1.1% | -32.4% | +31.2% | +1.3% |
| 6M | +21.1% | +6.7% | +14.4% | +16.4% |
| YTD | +47.1% | +41.0% | +6.1% | +36.8% |
| 1Y | +64.0% | +18.0% | +46.0% | +54.3% |
| 3Y | +77.1% | +560.6% | -483.5% | +29.3% |
| 5Y | +71.8% | -55.1% | +126.9% | +50.4% |
| All | +172.5% | -68.5% | +241.0% | +150.1% |
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 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