+24.1%
USHY vs OUST
+626.4%
-602.3%
-4.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +14.0% | -14.0% | -0.2% |
| 7D | -0.3% | +17.0% | -17.2% | -0.5% |
| 30D | 0.0% | -16.5% | +16.5% | +0.2% |
| 3M | -2.4% | -23.7% | +21.3% | -2.2% |
| 6M | -1.6% | +18.4% | -20.0% | -2.5% |
| YTD | -0.2% | +60.8% | -60.9% | -1.7% |
| 1Y | +1.2% | +44.2% | -43.0% | -0.3% |
| 3Y | +24.1% | +668.1% | -644.0% | +16.4% |
| All | +24.1% | +626.4% | -602.3% | +16.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling