-2.1%
HUM vs OUST
-62.4%
+60.3%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -1.2% |
| 7D | +4.2% | +5.2% | -1.1% | +4.1% |
| 30D | +10.4% | -19.3% | +29.6% | +10.6% |
| 3M | +15.1% | -22.6% | +37.7% | +15.1% |
| 6M | +120.9% | +62.8% | +58.1% | +119.8% |
| YTD | +57.9% | +68.3% | -10.4% | +57.1% |
| 1Y | +30.6% | +28.5% | +2.0% | +29.9% |
| 3Y | -9.6% | +554.0% | -563.6% | -10.5% |
| 5Y | +1.6% | -56.2% | +57.8% | +0.7% |
| All | -2.1% | -62.4% | +60.3% | -1.4% |
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