-54.1%
HUBS vs OUST
+729.1%
-783.1%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.9% | -3.4% | -4.3% |
| 7D | -12.9% | +31.9% | -44.8% | -14.0% |
| 30D | -13.7% | -4.2% | -9.5% | -13.7% |
| 3M | -8.8% | -9.3% | +0.5% | -8.8% |
| 6M | -0.2% | +51.7% | -51.8% | -6.8% |
| YTD | -50.9% | +76.6% | -127.5% | -55.4% |
| 1Y | -49.0% | +48.9% | -97.9% | -53.1% |
| 3Y | -54.1% | +675.3% | -729.3% | -66.5% |
| All | -54.1% | +729.1% | -783.1% | -66.5% |
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