+5.7%
HIG vs OUST
+34.0%
-28.3%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.9% | -4.9% | -1.9% |
| 7D | -1.1% | +12.7% | -13.8% | -0.8% |
| 30D | -4.9% | -13.6% | +8.7% | -5.2% |
| 3M | +6.8% | -8.3% | +15.1% | +6.8% |
| 6M | -1.7% | +85.0% | -86.6% | -1.9% |
| YTD | -0.2% | +73.2% | -73.5% | -0.2% |
| 1Y | +5.7% | +32.5% | -26.8% | +7.0% |
| All | +5.7% | +34.0% | -28.3% | +7.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling