-52.3%
HUBS vs Q
+79.8%
-132.0%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.5% | -1.7% | +1.3% |
| 7D | -9.0% | +4.9% | -13.9% | -8.1% |
| 30D | +7.2% | -11.0% | +18.2% | +5.2% |
| 3M | +20.9% | -15.2% | +36.0% | +18.4% |
| 6M | -13.0% | +8.8% | -21.9% | -17.5% |
| YTD | -43.8% | +55.1% | -98.9% | -52.0% |
| All | -52.3% | +79.8% | -132.0% | -57.7% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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