+33.5%
XHB vs OUST
-45.2%
+78.7%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -4.1% | +14.0% | -18.1% | -5.3% |
| 30D | +9.6% | +2.5% | +7.1% | +8.9% |
| 3M | -6.0% | -15.3% | +9.3% | -5.4% |
| 6M | +2.2% | +42.6% | -40.4% | -4.4% |
| YTD | +1.1% | +76.6% | -75.5% | -8.3% |
| 1Y | -1.7% | +54.1% | -55.8% | -10.0% |
| 3Y | +36.5% | +675.3% | -638.8% | -5.2% |
| 5Y | +33.5% | -45.1% | +78.6% | +16.4% |
| All | +33.5% | -45.2% | +78.7% | +16.4% |
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