+292.9%
HIG vs OUST
-64.1%
+357.0%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +14.0% | -16.3% | -2.5% |
| 7D | +1.1% | +17.0% | -15.9% | +0.8% |
| 30D | +5.6% | -16.5% | +22.1% | +5.8% |
| 3M | -6.9% | -23.7% | +16.8% | -6.6% |
| 6M | +1.3% | +18.4% | -17.1% | -0.2% |
| YTD | -1.5% | +60.8% | -62.2% | -4.0% |
| 1Y | +6.6% | +44.2% | -37.6% | +4.0% |
| 3Y | +91.2% | +668.1% | -576.9% | +71.8% |
| 5Y | +106.1% | -48.8% | +154.9% | +97.3% |
| All | +292.9% | -64.1% | +357.0% | +279.5% |
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