-50.7%
HUBS vs QSR
+28.9%
-79.6%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +2.5% | +8.7% | +10.3% |
| 7D | +1.2% | -1.6% | +2.8% | +1.7% |
| 30D | +11.8% | +1.6% | +10.2% | +11.1% |
| 3M | +33.3% | +6.4% | +27.0% | +30.5% |
| 6M | -5.2% | +10.5% | -15.7% | -7.9% |
| YTD | -37.6% | +17.7% | -55.3% | -39.8% |
| All | -50.7% | +28.9% | -79.6% | -54.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling