+9,127.5%
QLD vs HUBB
+1,493.1%
+7,634.4%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.2% |
| 7D | +0.6% | +0.5% | 0.0% | 0.0% |
| 30D | -0.1% | -10.0% | +9.9% | +9.9% |
| 3M | -8.4% | -4.8% | -3.6% | -4.8% |
| 6M | +32.2% | -5.6% | +37.8% | +36.2% |
| YTD | +28.9% | +4.7% | +24.2% | +19.7% |
| 1Y | +43.8% | +6.7% | +37.2% | +30.4% |
| 3Y | +176.6% | +45.8% | +130.8% | +80.9% |
| 5Y | +121.6% | +145.9% | -24.4% | -13.5% |
| 10Y | +1,652.9% | +418.6% | +1,234.3% | +212.9% |
| All | +9,127.5% | +1,493.1% | +7,634.4% | +345.6% |
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