-32.9%
HUBS vs OUST
-62.3%
+29.4%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -4.2% | +10.6% | +6.9% |
| 7D | +5.3% | +19.9% | -14.6% | +2.6% |
| 30D | -2.5% | +3.6% | -6.1% | -3.7% |
| 3M | +2.7% | -20.6% | +23.4% | +4.0% |
| 6M | +20.2% | +35.1% | -14.9% | +6.2% |
| YTD | -46.2% | +69.1% | -115.3% | -55.3% |
| 1Y | -45.3% | +49.9% | -95.3% | -53.8% |
| 3Y | -49.7% | +642.4% | -692.1% | -74.3% |
| 5Y | -74.3% | -48.3% | -26.0% | -78.3% |
| All | -32.9% | -62.3% | +29.4% | -39.1% |
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