+642.7%
HUBS vs QID
-99.5%
+742.2%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.3% | -5.2% | -1.4% |
| 7D | -12.4% | +2.7% | -15.1% | -10.8% |
| 30D | +1.4% | +3.3% | -1.9% | +3.9% |
| 3M | +16.0% | -5.5% | +21.5% | +11.6% |
| 6M | -17.0% | -28.4% | +11.4% | -33.4% |
| YTD | -44.3% | -26.6% | -17.7% | -54.1% |
| 1Y | -54.3% | -34.1% | -20.2% | -64.6% |
| 3Y | -58.4% | -73.7% | +15.3% | -79.7% |
| 5Y | -66.7% | -80.7% | +14.0% | -81.1% |
| 10Y | +315.9% | -99.1% | +415.0% | -46.3% |
| All | +642.7% | -99.5% | +742.2% | -20.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling