+282.9%
QCOM vs HUBS
+323.9%
-41.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.8% | +2.1% | +2.7% |
| 7D | +7.8% | -9.0% | +16.8% | +10.3% |
| 30D | +12.2% | +7.2% | +5.0% | +9.4% |
| 3M | -9.9% | +20.9% | -30.7% | -16.9% |
| 6M | +36.9% | -13.0% | +50.0% | +33.1% |
| YTD | +8.0% | -43.8% | +51.9% | +18.2% |
| 1Y | +15.0% | -54.6% | +69.7% | +33.2% |
| 3Y | +75.8% | -58.5% | +134.3% | +102.0% |
| 5Y | +42.2% | -66.4% | +108.6% | +60.4% |
| All | +282.9% | +323.9% | -41.0% | +99.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBS.
Daily Out/Under-Performance
Portfolio return minus HUBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBS 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 HUBS 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