+454.1%
HUBB vs QSR
+203.9%
+250.2%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.3% |
| 7D | -1.7% | -4.7% | +3.0% | 0.0% |
| 30D | -12.7% | +4.3% | -17.0% | -14.1% |
| 3M | -2.9% | +5.4% | -8.4% | -5.2% |
| 6M | -4.8% | +8.2% | -12.9% | -8.3% |
| YTD | +2.8% | +14.1% | -11.4% | -3.4% |
| 1Y | +3.5% | +28.1% | -24.6% | -7.2% |
| 3Y | +43.5% | +25.3% | +18.3% | +27.4% |
| 5Y | +154.2% | +40.4% | +113.8% | +113.2% |
| 10Y | +434.0% | +132.4% | +301.6% | +256.7% |
| All | +454.1% | +203.9% | +250.2% | +246.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling