+30.9%
USHY vs OUST
-65.5%
+96.4%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -8.5% | +8.4% | +0.1% |
| 7D | -0.4% | -3.8% | +3.4% | -0.4% |
| 30D | +0.6% | +5.1% | -4.5% | +0.3% |
| 3M | -2.0% | -25.8% | +23.8% | -1.6% |
| 6M | -0.5% | -2.0% | +1.5% | -1.3% |
| YTD | +0.6% | +54.7% | -54.1% | -1.7% |
| 1Y | +2.1% | +48.8% | -46.7% | -0.2% |
| 3Y | +25.3% | +607.8% | -582.5% | +13.8% |
| 5Y | +19.7% | -52.7% | +72.4% | +13.4% |
| All | +30.9% | -65.5% | +96.4% | +24.1% |
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