-80.7%
QID vs HUBB
+148.7%
-229.4%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.6% | +2.9% | +1.8% |
| 7D | +2.7% | -1.7% | +4.4% | +1.3% |
| 30D | +3.3% | -12.7% | +16.0% | -7.5% |
| 3M | -5.5% | -2.9% | -2.6% | -5.8% |
| 6M | -28.4% | -4.8% | -23.6% | -28.6% |
| YTD | -26.6% | +2.8% | -29.3% | -20.9% |
| 1Y | -34.1% | +3.5% | -37.7% | -27.5% |
| 3Y | -73.7% | +43.5% | -117.2% | -53.7% |
| 5Y | -80.7% | +154.2% | -234.9% | -23.0% |
| All | -80.7% | +148.7% | -229.4% | -23.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling