+159.4%
HUBB vs QSR
+40.5%
+118.8%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.2% | +1.6% |
| 7D | -0.1% | -4.0% | +3.9% | +1.1% |
| 30D | -10.0% | +2.8% | -12.7% | -10.8% |
| 3M | -1.6% | +5.1% | -6.7% | -3.4% |
| 6M | -3.1% | +8.8% | -11.9% | -6.4% |
| YTD | +4.6% | +14.8% | -10.2% | -1.2% |
| 1Y | +3.3% | +25.7% | -22.4% | -6.0% |
| 3Y | +46.6% | +27.5% | +19.0% | +29.0% |
| All | +159.4% | +40.5% | +118.8% | +103.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 5y: compounded portfolio wealth divided by compounded QSR 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…
5y analysis · Full analysis span regression · 6 months rolling