+89.2%
XHB vs OUST
-64.1%
+153.3%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +14.0% | -15.5% | -2.7% |
| 7D | +1.3% | +17.0% | -15.7% | -0.2% |
| 30D | +7.8% | -16.5% | +24.3% | +8.9% |
| 3M | -5.5% | -23.7% | +18.2% | -4.1% |
| 6M | -2.6% | +18.4% | -21.0% | -7.0% |
| YTD | +0.4% | +60.8% | -60.4% | -7.6% |
| 1Y | -1.0% | +44.2% | -45.2% | -8.2% |
| 3Y | +37.3% | +668.1% | -630.8% | -1.0% |
| 5Y | +33.7% | -48.8% | +82.5% | +12.9% |
| All | +89.2% | -64.1% | +153.3% | +59.6% |
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