-99.1%
QID vs HUBB
+446.9%
-546.0%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.8% | -3.5% | -0.3% |
| 7D | +1.3% | -0.1% | +1.3% | +1.3% |
| 30D | +2.9% | -10.0% | +12.9% | -5.6% |
| 3M | -0.7% | -1.6% | +0.9% | +0.1% |
| 6M | -29.7% | -3.1% | -26.6% | -29.0% |
| YTD | -27.9% | +4.6% | -32.5% | -21.4% |
| 1Y | -34.6% | +3.3% | -37.9% | -28.4% |
| 3Y | -73.5% | +46.6% | -120.1% | -53.6% |
| 5Y | -81.0% | +158.7% | -239.7% | -35.2% |
| All | -99.1% | +446.9% | -546.0% | -92.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 HUBB 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