-23.0%
HUBS vs OUST
-62.4%
+39.4%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.7% | -4.6% | -3.2% |
| 7D | -5.0% | +5.2% | -10.2% | -5.7% |
| 30D | -1.0% | -19.3% | +18.2% | +1.1% |
| 3M | +12.4% | -22.6% | +35.0% | +11.5% |
| 6M | -11.1% | +62.8% | -73.9% | -24.0% |
| YTD | -38.3% | +68.3% | -106.6% | -47.9% |
| 1Y | -46.7% | +28.5% | -75.2% | -53.9% |
| 3Y | -55.1% | +554.0% | -609.2% | -76.3% |
| 5Y | -64.8% | -56.2% | -8.6% | -69.2% |
| All | -23.0% | -62.4% | +39.4% | -29.1% |
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 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