+182.3%
HST vs OUST
-62.3%
+244.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.2% | +3.2% | -0.7% |
| 7D | +3.6% | +19.9% | -16.3% | +2.0% |
| 30D | +9.9% | +3.6% | +6.3% | +9.2% |
| 3M | +12.9% | -20.6% | +33.6% | +14.1% |
| 6M | +22.9% | +35.1% | -12.2% | +16.0% |
| YTD | +52.4% | +69.1% | -16.7% | +39.6% |
| 1Y | +52.5% | +49.9% | +2.6% | +40.7% |
| 3Y | +87.4% | +642.4% | -555.0% | +35.8% |
| 5Y | +82.9% | -48.3% | +131.2% | +58.3% |
| All | +182.3% | -62.3% | +244.6% | +155.2% |
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