+926.5%
THC vs OUST
-65.4%
+991.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +15.7% | -6.2% | +8.6% |
| 7D | +8.8% | -0.2% | +9.1% | +8.8% |
| 30D | +12.6% | -24.0% | +36.6% | +14.3% |
| 3M | +15.4% | -29.9% | +45.3% | +17.4% |
| 6M | +57.7% | +19.1% | +38.5% | +50.2% |
| YTD | +47.1% | +55.0% | -7.9% | +35.6% |
| 1Y | +40.7% | +21.2% | +19.5% | +32.1% |
| 3Y | +432.1% | +626.0% | -193.8% | +281.9% |
| 5Y | +301.9% | -51.6% | +353.5% | +245.7% |
| All | +926.5% | -65.4% | +991.9% | +781.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling