-61.3%
OUST vs ALHC
-61.5%
+0.2%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | -2.9% | +16.9% | +14.6% |
| 7D | +17.0% | +1.0% | +16.0% | +17.0% |
| 30D | -16.5% | -14.2% | -2.3% | -14.1% |
| 3M | -23.7% | -45.1% | +21.5% | -14.9% |
| 6M | +18.4% | -59.5% | +77.9% | +36.6% |
| YTD | +60.8% | -62.8% | +123.6% | +87.5% |
| 1Y | +44.2% | -55.5% | +99.7% | +60.2% |
| 3Y | +668.1% | +25.7% | +642.4% | +458.4% |
| 5Y | -48.8% | -66.8% | +18.0% | -56.0% |
| All | -61.3% | -61.5% | +0.2% | -61.3% |
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