+1,628.2%
QLD vs HUBB
+423.4%
+1,204.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.2% |
| 7D | +0.6% | +0.5% | 0.0% | +0.1% |
| 30D | -0.1% | -10.0% | +9.9% | +9.0% |
| 3M | -8.4% | -4.8% | -3.6% | -5.0% |
| 6M | +32.2% | -5.6% | +37.8% | +36.0% |
| YTD | +28.9% | +4.7% | +24.2% | +20.5% |
| 1Y | +43.8% | +6.7% | +37.2% | +31.6% |
| 3Y | +176.6% | +45.8% | +130.8% | +87.6% |
| 5Y | +121.6% | +145.9% | -24.4% | -7.3% |
| All | +1,628.2% | +423.4% | +1,204.8% | +269.2% |
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