+558.6%
QQQ vs HUBS
+323.9%
+234.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.7% |
| 7D | -0.6% | -9.0% | +8.4% | +1.7% |
| 30D | -1.2% | +7.2% | -8.5% | -3.5% |
| 3M | -0.2% | +20.9% | -21.1% | -7.4% |
| 6M | +17.9% | -13.0% | +31.0% | +15.8% |
| YTD | +16.6% | -43.8% | +60.5% | +27.6% |
| 1Y | +23.0% | -54.6% | +77.6% | +41.5% |
| 3Y | +92.9% | -58.5% | +151.4% | +119.9% |
| 5Y | +95.6% | -66.4% | +162.0% | +117.4% |
| All | +558.6% | +323.9% | +234.7% | +244.1% |
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