+21.4%
HUT vs OUST
+32.6%
-11.2%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | +14.0% | +0.6% | +8.3% |
| 7D | -11.4% | +17.0% | -28.4% | -19.3% |
| 30D | -41.0% | -16.5% | -24.5% | -37.0% |
| 3M | -41.9% | -23.7% | -18.3% | -36.1% |
| 6M | -51.7% | +18.4% | -70.0% | -64.3% |
| YTD | +14.6% | +60.8% | -46.2% | -41.1% |
| 1Y | +21.4% | +44.2% | -22.8% | -29.5% |
| All | +21.4% | +32.6% | -11.2% | -29.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling