+255.8%
HUBB vs OUST
-61.4%
+317.1%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.9% | -2.0% | +0.7% |
| 7D | +4.8% | +12.7% | -7.9% | +3.9% |
| 30D | -9.3% | -13.6% | +4.3% | -8.4% |
| 3M | -3.9% | -8.3% | +4.4% | -4.3% |
| 6M | -0.8% | +85.0% | -85.8% | -6.8% |
| YTD | +5.6% | +73.2% | -67.7% | -0.7% |
| 1Y | +7.7% | +32.5% | -24.7% | +2.4% |
| 3Y | +47.5% | +643.8% | -596.4% | +21.9% |
| 5Y | +153.7% | -52.1% | +205.8% | +124.4% |
| All | +255.8% | -61.4% | +317.1% | +209.7% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling