+184.2%
QLD vs HUBS
-56.3%
+240.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.7% | +0.5% |
| 7D | +3.0% | -4.3% | +7.2% | +4.0% |
| 30D | -1.8% | +14.2% | -16.1% | -5.5% |
| 3M | -1.8% | +15.5% | -17.3% | -8.0% |
| 6M | +36.9% | -18.9% | +55.8% | +40.8% |
| YTD | +28.7% | -40.1% | +68.8% | +51.0% |
| 1Y | +41.9% | -51.8% | +93.7% | +82.9% |
| 3Y | +184.2% | -55.2% | +239.5% | +271.7% |
| All | +184.2% | -56.3% | +240.5% | +271.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling