-66.4%
HUBS vs QS
-74.9%
+8.5%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.1% | +0.4% |
| 7D | -9.0% | -3.6% | -5.3% | -8.3% |
| 30D | +7.2% | -17.2% | +24.5% | +11.0% |
| 3M | +20.9% | -27.0% | +47.8% | +26.8% |
| 6M | -13.0% | -24.6% | +11.5% | -11.2% |
| YTD | -43.8% | -49.3% | +5.5% | -38.2% |
| 1Y | -54.6% | -40.3% | -14.3% | -53.9% |
| 3Y | -58.5% | -23.8% | -34.6% | -68.6% |
| All | -66.4% | -74.9% | +8.5% | -68.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling