+245.8%
THC vs OUST
+554.0%
-308.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | +0.5% |
| 7D | -0.7% | +5.2% | -5.9% | -0.8% |
| 30D | +1.3% | -19.3% | +20.5% | +1.9% |
| 3M | +64.2% | -22.6% | +86.9% | +64.0% |
| 6M | +8.3% | +62.8% | -54.5% | +2.4% |
| YTD | +33.4% | +68.3% | -35.0% | +25.3% |
| 1Y | +37.7% | +28.5% | +9.1% | +30.7% |
| All | +245.8% | +554.0% | -308.2% | +155.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling