+30.7%
USHY vs OUST
-64.1%
+94.9%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +14.0% | -14.0% | -0.3% |
| 7D | -0.3% | +17.0% | -17.2% | -0.7% |
| 30D | 0.0% | -16.5% | +16.5% | +0.3% |
| 3M | -1.8% | -23.7% | +21.9% | -1.4% |
| 6M | -1.0% | +18.4% | -19.4% | -2.4% |
| YTD | +0.5% | +60.8% | -60.3% | -1.9% |
| 1Y | +1.9% | +44.2% | -42.3% | -0.4% |
| 3Y | +24.9% | +668.1% | -643.2% | +13.1% |
| 5Y | +18.8% | -48.8% | +67.6% | +12.4% |
| All | +30.7% | -64.1% | +94.9% | +23.8% |
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