-3.4%
HUBB vs OUST
+11.1%
-14.5%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +15.7% | -18.2% | -4.1% |
| 7D | +0.2% | -0.2% | +0.4% | +0.1% |
| 30D | -8.8% | -24.0% | +15.2% | -6.3% |
| 3M | -12.5% | -29.9% | +17.4% | -9.8% |
| 6M | -14.5% | +19.1% | -33.7% | -18.4% |
| YTD | -0.4% | +55.0% | -55.4% | -11.2% |
| 1Y | -3.4% | +21.2% | -24.6% | -10.0% |
| All | -3.4% | +11.1% | -14.5% | -10.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling