+21.2%
OUST vs ALHC
-51.4%
+72.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.7% | +10.1% | +5.6% | +15.2% |
| 7D | -0.2% | -0.5% | +0.3% | -0.6% |
| 30D | -24.0% | -4.2% | -19.7% | -24.2% |
| 3M | -29.9% | -39.8% | +9.9% | -29.5% |
| 6M | +19.1% | -57.7% | +76.9% | +27.8% |
| YTD | +55.0% | -58.8% | +113.8% | +58.0% |
| 1Y | +21.2% | -52.4% | +73.5% | +10.0% |
| All | +21.2% | -51.4% | +72.6% | +10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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