-7.7%
HUM vs OUST
+626.4%
-634.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +14.0% | -8.7% | +5.0% |
| 7D | +4.6% | +17.0% | -12.4% | +4.2% |
| 30D | +9.6% | -16.5% | +26.1% | +9.9% |
| 3M | +18.4% | -23.7% | +42.0% | +18.8% |
| 6M | +76.9% | +18.4% | +58.5% | +75.5% |
| YTD | +71.0% | +60.8% | +10.2% | +68.9% |
| 1Y | +75.0% | +44.2% | +30.8% | +72.9% |
| 3Y | -7.7% | +668.1% | -675.8% | -12.0% |
| All | -7.7% | +626.4% | -634.1% | -12.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling