-58.5%
HUBS vs QID
-73.7%
+15.3%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.6% | +0.1% |
| 7D | -9.0% | +1.3% | -10.3% | -8.5% |
| 30D | +7.2% | +2.9% | +4.3% | +8.8% |
| 3M | +20.9% | -0.7% | +21.6% | +21.0% |
| 6M | -13.0% | -29.7% | +16.6% | -26.5% |
| YTD | -43.8% | -27.9% | -16.0% | -51.5% |
| 1Y | -54.6% | -34.6% | -20.1% | -62.4% |
| 3Y | -58.5% | -73.5% | +15.1% | -76.6% |
| All | -58.5% | -73.7% | +15.3% | -76.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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