+359.8%
HUBS vs QSR
+140.2%
+219.6%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +2.5% | +8.7% | +9.7% |
| 7D | +1.2% | -1.6% | +2.8% | +2.3% |
| 30D | +11.8% | +1.6% | +10.2% | +10.8% |
| 3M | +33.3% | +6.4% | +27.0% | +29.2% |
| 6M | -5.2% | +10.5% | -15.7% | -10.8% |
| YTD | -37.6% | +17.7% | -55.3% | -43.7% |
| 1Y | -49.0% | +30.0% | -79.0% | -57.0% |
| 3Y | -51.2% | +26.7% | -77.9% | -59.6% |
| 5Y | -62.7% | +45.4% | -108.1% | -71.8% |
| 10Y | +359.8% | +139.8% | +220.0% | +140.6% |
| All | +359.8% | +140.2% | +219.6% | +140.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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