+31.7%
HUM vs OUST
+34.0%
-2.2%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.9% | -2.5% | +0.2% |
| 7D | +2.1% | +12.7% | -10.6% | +1.4% |
| 30D | +4.7% | -13.6% | +18.3% | +5.4% |
| 3M | +13.5% | -8.3% | +21.8% | +12.9% |
| 6M | +126.7% | +85.0% | +41.7% | +113.6% |
| YTD | +58.5% | +73.2% | -14.7% | +49.8% |
| 1Y | +31.7% | +32.5% | -0.7% | +22.5% |
| All | +31.7% | +34.0% | -2.2% | +22.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling