+28.1%
HYG vs OUST
-62.6%
+90.8%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.3% | +3.2% | -0.1% |
| 7D | -0.2% | +4.0% | -4.2% | -0.3% |
| 30D | -0.1% | -14.0% | +13.9% | +0.2% |
| 3M | +0.7% | -5.9% | +6.6% | +0.3% |
| 6M | +1.5% | +76.4% | -74.8% | -0.9% |
| YTD | +1.9% | +67.5% | -65.5% | -0.5% |
| 1Y | +3.7% | +27.1% | -23.4% | +1.6% |
| 3Y | +26.5% | +619.0% | -592.6% | +14.3% |
| 5Y | +19.0% | -54.9% | +73.9% | +12.8% |
| All | +28.1% | -62.6% | +90.8% | +21.5% |
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 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