-100.0%
QID vs HUBB
+1,434.3%
-1,534.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | +1.1% |
| 7D | -2.7% | +4.8% | -7.6% | +1.7% |
| 30D | +1.8% | -9.3% | +11.1% | -6.8% |
| 3M | -2.2% | -3.9% | +1.7% | -3.5% |
| 6M | -32.1% | -0.8% | -31.3% | -30.1% |
| YTD | -28.6% | +5.6% | -34.1% | -21.3% |
| 1Y | -36.3% | +7.7% | -44.1% | -27.3% |
| 3Y | -74.4% | +47.5% | -121.9% | -53.5% |
| 5Y | -80.8% | +153.7% | -234.4% | -31.1% |
| 10Y | -99.1% | +433.0% | -532.1% | -90.6% |
| All | -100.0% | +1,434.3% | -1,534.3% | -98.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling