-59.5%
OUST vs ALHC
-28.9%
-30.6%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -19.3% |
| 3M | -22.6% | -10.2% | -12.5% | -23.1% |
| 6M | +62.8% | -28.3% | +91.1% | +68.4% |
| YTD | +68.3% | -31.4% | +99.8% | +75.3% |
| 1Y | +28.5% | -16.9% | +45.5% | +27.0% |
| 3Y | +554.0% | +135.5% | +418.6% | +316.2% |
| 5Y | -56.2% | -33.6% | -22.6% | -66.6% |
| All | -59.5% | -28.9% | -30.6% | -63.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling