+22.0%
USHY vs OUST
-56.2%
+78.1%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.1% |
| 7D | -0.1% | +5.2% | -5.4% | -0.3% |
| 30D | +0.1% | -19.3% | +19.3% | +0.6% |
| 3M | +0.8% | -22.6% | +23.5% | +0.9% |
| 6M | +1.7% | +62.8% | -61.0% | -0.6% |
| YTD | +2.5% | +68.3% | -65.9% | -0.1% |
| 1Y | +4.4% | +28.5% | -24.1% | +2.1% |
| 3Y | +27.4% | +554.0% | -526.7% | +14.5% |
| All | +22.0% | -56.2% | +78.1% | +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 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