+235.1%
HUBB vs OUST
-60.6%
+295.7%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | +0.1% | -0.8% |
| 7D | -2.6% | +31.9% | -34.4% | -4.6% |
| 30D | -7.7% | -4.2% | -3.5% | -7.7% |
| 3M | -13.0% | -9.3% | -3.7% | -12.9% |
| 6M | -10.6% | +51.7% | -62.2% | -14.8% |
| YTD | -0.6% | +76.6% | -77.2% | -7.0% |
| 1Y | -4.1% | +48.9% | -53.0% | -9.5% |
| 3Y | +57.2% | +675.3% | -618.1% | +29.2% |
| 5Y | +127.2% | -44.0% | +171.2% | +99.4% |
| All | +235.1% | -60.6% | +295.7% | +189.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling