+56.2%
HUBB vs OUST
+594.6%
-538.4%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -8.5% | +8.3% | +0.6% |
| 7D | +1.8% | -3.8% | +5.5% | +2.1% |
| 30D | -7.7% | +5.1% | -12.7% | -8.5% |
| 3M | -13.6% | -25.8% | +12.3% | -11.8% |
| 6M | -9.1% | -2.0% | -7.1% | -11.2% |
| YTD | -0.7% | +54.7% | -55.4% | -8.4% |
| 1Y | +1.1% | +48.8% | -47.7% | -6.5% |
| 3Y | +56.2% | +607.8% | -551.6% | +20.0% |
| All | +56.2% | +594.6% | -538.4% | +20.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling