Considering the speed and magnitude of the move higher in interest rates the returns for US Treasuries this year really aren't that bad:
2 year +0.2%
3 year -1.0%
5 year -2.9%
7 year -4.1%
10 year -5.2%
20 year -7.1%
30 year -8.1%
These are really bad days in the stock market