-62.8%
OUST vs ALHC
-61.4%
-1.4%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | -1.9% | -6.7% | -8.1% |
| 7D | -3.8% | +0.3% | -4.1% | -3.9% |
| 30D | +5.1% | -10.6% | +15.6% | +7.6% |
| 3M | -25.8% | -45.3% | +19.5% | -17.1% |
| 6M | -2.0% | -59.7% | +57.7% | +13.4% |
| YTD | +54.7% | -62.7% | +117.4% | +80.3% |
| 1Y | +48.8% | -56.1% | +104.9% | +66.0% |
| 3Y | +607.8% | +21.3% | +586.6% | +420.6% |
| 5Y | -52.7% | -66.0% | +13.3% | -59.2% |
| All | -62.8% | -61.4% | -1.4% | -62.8% |
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