+228.2%
QCOM vs HUBS
+629.7%
-401.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.9% | +6.1% | +3.9% |
| 7D | +5.1% | -4.3% | +9.3% | +6.0% |
| 30D | +4.3% | +14.2% | -10.0% | +0.3% |
| 3M | -19.6% | +15.5% | -35.1% | -24.5% |
| 6M | +29.5% | -18.9% | +48.4% | +28.9% |
| YTD | +3.4% | -40.1% | +43.5% | +10.6% |
| 1Y | +10.9% | -51.8% | +62.7% | +25.1% |
| 3Y | +74.8% | -55.2% | +130.0% | +95.3% |
| 5Y | +36.2% | -64.7% | +100.9% | +50.5% |
| 10Y | +263.7% | +327.0% | -63.2% | +114.6% |
| All | +228.2% | +629.7% | -401.5% | +73.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling