+1,085.8%
HUT vs OUST
-68.5%
+1,154.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -9.0% | +2.9% | -2.6% |
| 7D | -30.8% | -5.0% | -25.8% | -30.9% |
| 30D | -50.2% | -32.0% | -18.1% | -43.1% |
| 3M | -50.5% | -32.4% | -18.1% | -43.7% |
| 6M | -42.9% | +6.7% | -49.6% | -50.7% |
| YTD | 0.0% | +41.0% | -41.0% | -23.2% |
| 1Y | -2.2% | +18.0% | -20.2% | -18.8% |
| 3Y | +289.4% | +560.6% | -271.2% | +32.7% |
| 5Y | -36.7% | -55.1% | +18.4% | -51.1% |
| All | +1,085.8% | -68.5% | +1,154.3% | +764.6% |
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 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