+297.8%
HIG vs OUST
-61.4%
+359.1%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.9% | -4.9% | -2.0% |
| 7D | -1.1% | +12.7% | -13.8% | -1.3% |
| 30D | -4.9% | -13.6% | +8.7% | -4.7% |
| 3M | +6.8% | -8.3% | +15.1% | +6.4% |
| 6M | -1.7% | +85.0% | -86.6% | -4.3% |
| YTD | -0.2% | +73.2% | -73.5% | -2.8% |
| 1Y | +5.7% | +32.5% | -26.8% | +3.4% |
| 3Y | +100.3% | +643.8% | -543.6% | +80.4% |
| 5Y | +118.5% | -52.1% | +170.6% | +110.1% |
| All | +297.8% | -61.4% | +359.1% | +284.3% |
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