+29.9%
USHY vs OUST
-64.1%
+94.1%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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 | -2.4% | -23.7% | +21.3% | -2.0% |
| 6M | -1.6% | +18.4% | -20.0% | -3.0% |
| YTD | -0.2% | +60.8% | -60.9% | -2.5% |
| 1Y | +1.2% | +44.2% | -43.0% | -1.0% |
| 3Y | +24.1% | +668.1% | -644.0% | +12.4% |
| 5Y | +18.1% | -48.8% | +66.9% | +11.7% |
| All | +29.9% | -64.1% | +94.1% | +23.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling