+1,385.7%
HUT vs OUST
-65.5%
+1,451.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -8.5% | +1.4% | -3.8% |
| 7D | +9.3% | -3.8% | +13.1% | +11.0% |
| 30D | -23.1% | +5.1% | -28.2% | -25.9% |
| 3M | -30.6% | -25.8% | -4.8% | -23.7% |
| 6M | -46.9% | -2.0% | -44.8% | -51.5% |
| YTD | +25.3% | +54.7% | -29.4% | -7.0% |
| 1Y | +59.8% | +48.8% | +11.0% | +21.1% |
| 3Y | +467.2% | +607.8% | -140.6% | +90.5% |
| 5Y | -24.6% | -52.7% | +28.1% | -43.4% |
| All | +1,385.7% | -65.5% | +1,451.2% | +947.1% |
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