+3.2%
HYG vs OUST
+17.3%
-14.1%
-2.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.3% | -0.4% |
| 7D | -0.7% | -1.7% | +0.9% | -0.7% |
| 30D | -0.6% | -21.9% | +21.4% | -0.3% |
| 3M | +0.4% | -8.2% | +8.7% | +0.2% |
| 6M | +1.2% | +57.5% | -56.3% | -0.4% |
| YTD | +1.5% | +62.8% | -61.3% | -0.3% |
| 1Y | +3.2% | +24.5% | -21.4% | +1.5% |
| All | +3.2% | +17.3% | -14.1% | +1.5% |
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 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