+25.5%
USHY vs OUST
+659.3%
-633.9%
-4.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.2% | +3.8% | -0.3% |
| 7D | -0.3% | +19.9% | -20.2% | -0.6% |
| 30D | +0.3% | +3.6% | -3.3% | +0.1% |
| 3M | -1.7% | -20.6% | +18.9% | -1.5% |
| 6M | -0.4% | +35.1% | -35.5% | -1.5% |
| YTD | +0.7% | +69.1% | -68.4% | -1.0% |
| 1Y | +1.8% | +49.9% | -48.2% | +0.2% |
| All | +25.5% | +659.3% | -633.9% | +18.2% |
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