+88.8%
XHB vs OUST
-65.5%
+154.3%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -8.5% | +9.3% | +1.4% |
| 7D | -0.2% | -3.8% | +3.6% | 0.0% |
| 30D | +9.9% | +5.1% | +4.9% | +9.0% |
| 3M | -6.3% | -25.8% | +19.5% | -4.7% |
| 6M | +3.8% | -2.0% | +5.9% | +1.1% |
| YTD | +0.1% | +54.7% | -54.6% | -7.6% |
| 1Y | -0.8% | +48.8% | -49.6% | -8.4% |
| 3Y | +35.6% | +607.8% | -572.2% | -1.3% |
| 5Y | +29.6% | -52.7% | +82.3% | +9.8% |
| All | +88.8% | -65.5% | +154.3% | +59.7% |
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