+254.0%
THC vs OUST
-56.2%
+310.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | +0.5% |
| 7D | -0.7% | +5.2% | -5.9% | -1.0% |
| 30D | +1.3% | -19.3% | +20.5% | +2.5% |
| 3M | +64.2% | -22.6% | +86.9% | +63.9% |
| 6M | +8.3% | +62.8% | -54.5% | +0.2% |
| YTD | +33.4% | +68.3% | -35.0% | +22.4% |
| 1Y | +37.7% | +28.5% | +9.1% | +27.9% |
| 3Y | +236.8% | +554.0% | -317.3% | +139.6% |
| All | +254.0% | -56.2% | +310.1% | +225.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling