-66.1%
OUST vs ALHC
-60.3%
-5.7%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -7.1% | -1.9% | -7.5% |
| 7D | -5.0% | -6.2% | +1.2% | -3.5% |
| 30D | -32.0% | -9.7% | -22.4% | -30.8% |
| 3M | -32.4% | -44.7% | +12.4% | -24.7% |
| 6M | +6.7% | -58.7% | +65.4% | +22.7% |
| YTD | +41.0% | -61.7% | +102.8% | +63.6% |
| 1Y | +18.0% | -55.7% | +73.7% | +31.6% |
| 3Y | +560.6% | +25.6% | +535.0% | +382.4% |
| 5Y | -55.1% | -65.8% | +10.7% | -61.6% |
| All | -66.1% | -60.3% | -5.7% | -66.2% |
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