We build and test a quantitative framework to hedge a U.S. Treasury bond portfolio against interest-rate risk using liquid ETFs. This project models how shifting U.S. Treasury yields across different maturities may affect the value of bond portfolios. We estimate ETF sensitivities through regression and determine a hedging process that minimizes exposure to yield changes. This hedging strategy is validated using basktests on historical data and extended with a Vasicek yield-curve model and Monte Carlo simulations to generate realistic future interest rate scenarios, demonstrating a generalized and effective approach to managing fixed-income risk.