+1,365.0%
HUT vs OUST
-60.6%
+1,425.6%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.1% |
| 7D | -10.9% | +31.9% | -42.8% | -22.0% |
| 30D | -32.6% | -4.2% | -28.4% | -32.7% |
| 3M | -33.7% | -9.3% | -24.4% | -32.6% |
| 6M | -42.3% | +51.7% | -94.0% | -56.5% |
| YTD | +23.6% | +76.6% | -53.0% | -12.9% |
| 1Y | +20.4% | +48.9% | -28.5% | -8.6% |
| 3Y | +423.2% | +675.3% | -252.0% | +69.7% |
| 5Y | -19.4% | -44.0% | +24.6% | -42.9% |
| All | +1,365.0% | -60.6% | +1,425.6% | +880.6% |
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