+1,627.6%
QLD vs HUBS
+320.5%
+1,307.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.9% | +0.7% | -0.8% |
| 7D | -2.6% | -12.4% | +9.8% | +3.7% |
| 30D | -3.3% | +1.4% | -4.6% | -5.4% |
| 3M | +1.8% | +16.0% | -14.1% | -11.8% |
| 6M | +29.7% | -17.0% | +46.7% | +25.2% |
| YTD | +25.1% | -44.3% | +69.4% | +45.5% |
| 1Y | +37.1% | -54.3% | +91.4% | +74.7% |
| 3Y | +176.3% | -58.4% | +234.7% | +255.5% |
| 5Y | +121.0% | -66.7% | +187.6% | +191.7% |
| All | +1,627.6% | +320.5% | +1,307.1% | +457.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBS.
Daily Out/Under-Performance
Portfolio return minus HUBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBS 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 HUBS 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