+5.9%
HUM vs OUST
-64.1%
+70.1%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +14.0% | -8.7% | +5.1% |
| 7D | +4.6% | +17.0% | -12.4% | +4.4% |
| 30D | +9.6% | -16.5% | +26.1% | +9.8% |
| 3M | +18.4% | -23.7% | +42.0% | +18.6% |
| 6M | +76.9% | +18.4% | +58.5% | +76.3% |
| YTD | +71.0% | +60.8% | +10.2% | +70.1% |
| 1Y | +75.0% | +44.2% | +30.8% | +74.1% |
| 3Y | -7.7% | +668.1% | -675.8% | -8.6% |
| 5Y | +0.6% | -48.8% | +49.4% | -0.2% |
| All | +5.9% | -64.1% | +70.1% | +6.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling