-28.4%
HUBS vs OUST
-62.6%
+34.2%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.3% | -0.9% | -3.8% |
| 7D | -6.2% | +4.0% | -10.3% | -6.7% |
| 30D | +6.6% | -14.0% | +20.6% | +8.1% |
| 3M | +16.4% | -5.9% | +22.4% | +12.2% |
| 6M | -19.7% | +76.4% | -96.1% | -32.3% |
| YTD | -42.6% | +67.5% | -110.1% | -51.6% |
| 1Y | -54.2% | +27.1% | -81.3% | -60.3% |
| 3Y | -57.1% | +619.0% | -676.2% | -77.9% |
| 5Y | -66.2% | -54.9% | -11.3% | -70.5% |
| All | -28.4% | -62.6% | +34.2% | -34.1% |
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