+17.2%
HYG vs OUST
-50.0%
+67.1%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +10.8% | -10.5% | +0.1% |
| 7D | +0.8% | +36.7% | -35.9% | -0.1% |
| 30D | +0.4% | -3.3% | +3.7% | +0.3% |
| 3M | -1.7% | -11.1% | +9.5% | -1.6% |
| 6M | -0.9% | +53.1% | -53.9% | -3.1% |
| YTD | +0.5% | +78.2% | -77.7% | -2.5% |
| 1Y | +1.8% | +50.0% | -48.2% | -0.8% |
| 3Y | +24.9% | +836.2% | -811.3% | +10.0% |
| 5Y | +17.2% | -50.0% | +67.1% | +13.7% |
| All | +17.2% | -50.0% | +67.1% | +13.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling