+39.5%
XHB vs OUST
-56.2%
+95.7%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | +0.8% |
| 7D | -1.3% | +5.2% | -6.5% | -1.7% |
| 30D | -6.9% | -19.3% | +12.4% | -5.3% |
| 3M | -1.3% | -22.6% | +21.4% | -0.9% |
| 6M | -6.8% | +62.8% | -69.6% | -13.9% |
| YTD | +0.7% | +68.3% | -67.6% | -7.7% |
| 1Y | -11.2% | +28.5% | -39.8% | -17.7% |
| 3Y | +25.3% | +554.0% | -528.7% | -11.3% |
| All | +39.5% | -56.2% | +95.7% | +29.0% |
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