+295.4%
HIG vs OUST
-60.2%
+355.6%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +10.8% | -10.2% | +0.5% |
| 7D | -0.5% | +36.7% | -37.2% | -1.0% |
| 30D | +4.5% | -3.3% | +7.8% | +4.4% |
| 3M | -5.5% | -11.1% | +5.7% | -5.4% |
| 6M | +3.1% | +53.1% | -50.0% | +1.0% |
| YTD | -0.8% | +78.2% | -79.1% | -3.6% |
| 1Y | +6.1% | +50.0% | -43.9% | +3.6% |
| 3Y | +94.1% | +836.2% | -742.1% | +73.6% |
| 5Y | +106.4% | -50.0% | +156.4% | +98.1% |
| All | +295.4% | -60.2% | +355.6% | +281.4% |
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 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