+1,258.7%
HUT vs OUST
-64.1%
+1,322.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | +14.0% | +0.6% | +9.1% |
| 7D | -11.4% | +17.0% | -28.4% | -18.4% |
| 30D | -41.0% | -16.5% | -24.5% | -37.7% |
| 3M | -41.9% | -23.7% | -18.3% | -36.9% |
| 6M | -51.7% | +18.4% | -70.0% | -59.9% |
| YTD | +14.6% | +60.8% | -46.2% | -16.2% |
| 1Y | +21.4% | +44.2% | -22.8% | -6.6% |
| 3Y | +359.8% | +668.1% | -308.3% | +48.0% |
| 5Y | -27.5% | -48.8% | +21.4% | -46.7% |
| All | +1,258.7% | -64.1% | +1,322.8% | +843.3% |
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