+238.0%
HUBB vs OUST
-60.2%
+298.3%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +10.8% | -8.0% | +2.0% |
| 7D | +1.8% | +36.7% | -34.9% | -0.6% |
| 30D | -6.9% | -3.3% | -3.5% | -7.0% |
| 3M | -13.8% | -11.1% | -2.7% | -13.6% |
| 6M | -9.8% | +53.1% | -62.9% | -14.2% |
| YTD | +0.3% | +78.2% | -77.9% | -6.3% |
| 1Y | -3.3% | +50.0% | -53.4% | -8.8% |
| 3Y | +61.0% | +836.2% | -775.1% | +31.1% |
| 5Y | +128.5% | -50.0% | +178.5% | +100.8% |
| All | +238.0% | -60.2% | +298.3% | +192.2% |
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