+26.0%
HYG vs OUST
-60.6%
+86.6%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -0.2% | +14.0% | -14.2% | -0.6% |
| 30D | +0.1% | +2.5% | -2.5% | -0.1% |
| 3M | -1.7% | -15.3% | +13.6% | -1.6% |
| 6M | -0.9% | +42.6% | -43.5% | -2.7% |
| YTD | +0.3% | +76.6% | -76.3% | -2.5% |
| 1Y | +1.2% | +54.1% | -52.9% | -1.4% |
| 3Y | +24.0% | +675.3% | -651.2% | +11.8% |
| 5Y | +17.8% | -45.1% | +62.9% | +11.1% |
| All | +26.0% | -60.6% | +86.6% | +19.2% |
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 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