-2.5%
HUM vs OUST
-62.6%
+60.1%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.3% | +2.6% | -0.7% |
| 7D | -0.2% | +4.0% | -4.3% | -0.3% |
| 30D | +3.7% | -14.0% | +17.7% | +3.8% |
| 3M | +10.4% | -5.9% | +16.3% | +10.3% |
| 6M | +125.7% | +76.4% | +49.4% | +124.6% |
| YTD | +57.3% | +67.5% | -10.1% | +56.6% |
| 1Y | +48.6% | +27.1% | +21.5% | +47.9% |
| 3Y | -11.3% | +619.0% | -630.4% | -12.2% |
| 5Y | +0.8% | -54.9% | +55.7% | 0.0% |
| All | -2.5% | -62.6% | +60.1% | -1.7% |
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