+2,314.1%
HUT vs OUST
-62.4%
+2,376.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.7% | +4.5% | +5.5% |
| 7D | +17.8% | +5.2% | +12.6% | +15.6% |
| 30D | +0.8% | -19.3% | +20.1% | +9.3% |
| 3M | -26.8% | -22.6% | -4.1% | -24.4% |
| 6M | +72.6% | +62.8% | +9.8% | +28.5% |
| YTD | +103.6% | +68.3% | +35.3% | +48.9% |
| 1Y | +265.3% | +28.5% | +236.7% | +194.4% |
| 3Y | +689.4% | +554.0% | +135.4% | +172.8% |
| 5Y | +75.3% | -56.2% | +131.6% | +33.4% |
| All | +2,314.1% | -62.4% | +2,376.5% | +1,576.9% |
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