+228.8%
HUBB vs OUST
-64.1%
+292.9%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +14.0% | -11.5% | +1.5% |
| 7D | +1.7% | +17.0% | -15.3% | +0.4% |
| 30D | -9.7% | -16.5% | +6.8% | -8.8% |
| 3M | -15.2% | -23.7% | +8.5% | -14.0% |
| 6M | -14.0% | +18.4% | -32.4% | -16.7% |
| YTD | -2.4% | +60.8% | -63.2% | -8.2% |
| 1Y | -5.8% | +44.2% | -50.0% | -10.8% |
| 3Y | +60.4% | +668.1% | -607.7% | +32.2% |
| 5Y | +125.4% | -48.8% | +174.2% | +99.2% |
| All | +228.8% | -64.1% | +292.9% | +186.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling