+895.2%
THC vs OUST
-64.1%
+959.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +14.0% | -15.1% | -2.0% |
| 7D | +3.7% | +17.0% | -13.3% | +2.5% |
| 30D | +9.0% | -16.5% | +25.5% | +9.9% |
| 3M | +10.4% | -23.7% | +34.1% | +11.6% |
| 6M | +45.7% | +18.4% | +27.3% | +38.8% |
| YTD | +42.6% | +60.8% | -18.2% | +31.0% |
| 1Y | +38.8% | +44.2% | -5.4% | +28.4% |
| 3Y | +418.8% | +668.1% | -249.3% | +270.4% |
| 5Y | +275.7% | -48.8% | +324.5% | +221.8% |
| All | +895.2% | -64.1% | +959.3% | +752.2% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 OUST 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