-20.6%
HUBS vs QS
-46.4%
+25.8%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.1% | +0.5% |
| 7D | -9.0% | -3.6% | -5.3% | -8.6% |
| 30D | +7.2% | -17.2% | +24.5% | +9.7% |
| 3M | +20.9% | -27.0% | +47.8% | +24.8% |
| 6M | -13.0% | -24.6% | +11.5% | -11.7% |
| YTD | -43.8% | -49.3% | +5.5% | -40.2% |
| 1Y | -54.6% | -40.3% | -14.3% | -53.8% |
| 3Y | -58.5% | -23.8% | -34.6% | -63.4% |
| 5Y | -66.4% | -75.0% | +8.5% | -67.6% |
| All | -20.6% | -46.4% | +25.8% | -13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 10y: compounded portfolio wealth divided by compounded QS 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…
10y analysis · Full analysis span regression · 6 months rolling