+6.7%
HUBB vs OUST
+33.5%
-26.8%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.1% |
| 7D | +0.5% | +5.2% | -4.7% | 0.0% |
| 30D | -10.0% | -19.3% | +9.2% | -8.1% |
| 3M | -4.8% | -22.6% | +17.9% | -3.9% |
| 6M | -5.6% | +62.8% | -68.3% | -13.5% |
| YTD | +4.7% | +68.3% | -63.7% | -5.4% |
| 1Y | +6.7% | +28.5% | -21.9% | -3.3% |
| All | +6.7% | +33.5% | -26.8% | -3.3% |
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