-57.1%
OUST vs ALHC
-61.8%
+4.7%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -1.0% | +11.8% | +11.1% |
| 7D | +36.7% | +3.9% | +32.8% | +35.8% |
| 30D | -3.3% | -3.6% | +0.3% | -2.6% |
| 3M | -11.1% | -49.4% | +38.3% | +0.9% |
| 6M | +53.1% | -59.5% | +112.5% | +76.5% |
| YTD | +78.2% | -63.2% | +141.4% | +108.3% |
| 1Y | +50.0% | -55.5% | +105.5% | +66.6% |
| 3Y | +836.2% | +23.0% | +813.2% | +584.7% |
| 5Y | -50.0% | -65.7% | +15.7% | -56.8% |
| All | -57.1% | -61.8% | +4.7% | -57.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling