-21.2%
HUBS vs QS
-47.4%
+26.2%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.8% | -2.1% | -2.8% |
| 7D | -12.4% | -5.0% | -7.4% | -11.8% |
| 30D | +1.4% | -18.3% | +19.7% | +3.9% |
| 3M | +16.0% | -26.0% | +42.0% | +19.5% |
| 6M | -17.0% | -24.0% | +7.1% | -15.8% |
| YTD | -44.3% | -50.3% | +6.0% | -40.5% |
| 1Y | -54.3% | -38.0% | -16.3% | -53.8% |
| 3Y | -58.4% | -24.6% | -33.8% | -63.3% |
| 5Y | -66.7% | -75.4% | +8.8% | -67.8% |
| All | -21.2% | -47.4% | +26.2% | -14.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling