+577.1%
OUST vs ALHC
+136.3%
+440.8%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +5.2% | -0.6% | +5.8% | +5.3% |
| 30D | -19.3% | -1.0% | -18.2% | -19.2% |
| 3M | -22.6% | -10.2% | -12.5% | -22.5% |
| 6M | +62.8% | -28.3% | +91.1% | +67.0% |
| YTD | +68.3% | -31.4% | +99.8% | +73.5% |
| 1Y | +28.5% | -16.9% | +45.5% | +28.6% |
| All | +577.1% | +136.3% | +440.8% | +387.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling