+3.4%
HUM vs OUST
-60.2%
+63.6%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +10.8% | -13.3% | -2.6% |
| 7D | +3.1% | +36.7% | -33.6% | +2.7% |
| 30D | -1.8% | -3.3% | +1.5% | -1.9% |
| 3M | +10.2% | -11.1% | +21.3% | +10.2% |
| 6M | +54.6% | +53.1% | +1.6% | +53.8% |
| YTD | +66.8% | +78.2% | -11.4% | +65.7% |
| 1Y | +70.1% | +50.0% | +20.1% | +69.0% |
| 3Y | -11.3% | +836.2% | -847.5% | -12.3% |
| 5Y | -1.2% | -50.0% | +48.8% | -2.2% |
| All | +3.4% | -60.2% | +63.6% | +4.0% |
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