+7,443.4%
QLD vs HUBB
+1,385.0%
+6,058.5%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.5% | 0.0% | +0.2% |
| 7D | -10.3% | +1.7% | -11.9% | -11.5% |
| 30D | -26.1% | -9.7% | -16.4% | -18.8% |
| 3M | -17.8% | -15.2% | -2.6% | -4.6% |
| 6M | -15.6% | -14.0% | -1.6% | -4.1% |
| YTD | +5.4% | -2.4% | +7.8% | +4.3% |
| 1Y | +5.2% | -5.8% | +11.0% | +7.4% |
| 3Y | +139.4% | +60.4% | +79.0% | +43.2% |
| 5Y | +66.7% | +125.4% | -58.7% | -29.4% |
| 10Y | +1,422.1% | +409.7% | +1,012.3% | +174.3% |
| All | +7,443.4% | +1,385.0% | +6,058.5% | +288.1% |
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