+4.9%
HIG vs OUST
+42.6%
-37.7%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +10.8% | -10.2% | +1.2% |
| 7D | -0.5% | +36.7% | -37.2% | +1.2% |
| 30D | +4.5% | -3.3% | +7.8% | +4.7% |
| 3M | -5.5% | -11.1% | +5.7% | -5.3% |
| 6M | +3.1% | +53.1% | -50.0% | +5.4% |
| YTD | -0.8% | +78.2% | -79.1% | +2.6% |
| All | +4.9% | +42.6% | -37.7% | +8.1% |
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