+1,520.2%
QLD vs HUBB
+396.5%
+1,123.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.3% | +3.3% | +3.5% |
| 7D | -1.2% | +1.2% | -2.4% | -1.7% |
| 30D | -15.7% | -6.4% | -9.3% | -10.7% |
| 3M | -10.0% | -14.4% | +4.4% | +2.5% |
| 6M | -11.2% | -9.0% | -2.3% | -4.6% |
| YTD | +16.4% | +0.7% | +15.6% | +12.4% |
| 1Y | +12.7% | -0.3% | +12.9% | +9.7% |
| 3Y | +152.3% | +59.2% | +93.1% | +58.8% |
| 5Y | +91.8% | +130.2% | -38.5% | -15.0% |
| 10Y | +1,520.2% | +391.8% | +1,128.5% | +298.3% |
| All | +1,520.2% | +396.5% | +1,123.7% | +298.3% |
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