+50.3%
OUST vs ALHC
-55.2%
+105.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -1.0% | +11.8% | +10.9% |
| 7D | +36.7% | +3.9% | +32.8% | +36.9% |
| 30D | -3.3% | -3.6% | +0.3% | -3.0% |
| 3M | -11.1% | -49.4% | +38.3% | -10.2% |
| 6M | +53.1% | -59.5% | +112.5% | +61.9% |
| YTD | +78.2% | -63.2% | +141.4% | +83.4% |
| All | +50.3% | -55.2% | +105.4% | +34.8% |
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 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