-36.9%
HUBS vs OUST
-60.6%
+23.7%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | 0.0% | +3.0% | +3.0% |
| 7D | -6.4% | +14.0% | -20.3% | -8.1% |
| 30D | -9.2% | +2.5% | -11.7% | -10.2% |
| 3M | -8.0% | -15.3% | +7.3% | -7.6% |
| 6M | +6.0% | +42.6% | -36.6% | -6.9% |
| YTD | -49.4% | +76.6% | -126.1% | -58.2% |
| 1Y | -48.6% | +54.1% | -102.7% | -56.7% |
| 3Y | -52.7% | +675.3% | -728.0% | -76.0% |
| 5Y | -75.2% | -45.1% | -30.1% | -79.2% |
| All | -36.9% | -60.6% | +23.7% | -43.0% |
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 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