+305.7%
HIG vs OUST
-62.4%
+368.1%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.8% | -1.2% |
| 7D | +0.3% | +5.2% | -4.9% | +0.2% |
| 30D | -3.2% | -19.3% | +16.0% | -2.9% |
| 3M | +9.1% | -22.6% | +31.8% | +9.1% |
| 6M | -1.8% | +62.8% | -64.6% | -4.0% |
| YTD | +1.8% | +68.3% | -66.6% | -0.8% |
| 1Y | +4.6% | +28.5% | -24.0% | +2.3% |
| 3Y | +101.6% | +554.0% | -452.4% | +82.3% |
| 5Y | +124.5% | -56.2% | +180.7% | +116.3% |
| All | +305.7% | -62.4% | +368.1% | +292.2% |
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