-47.7%
QS vs HUBB
+241.8%
-289.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.3% |
| 7D | -5.0% | -1.7% | -3.3% | -3.6% |
| 30D | -18.3% | -12.7% | -5.6% | -8.9% |
| 3M | -26.0% | -2.9% | -23.1% | -25.1% |
| 6M | -24.0% | -4.8% | -19.3% | -23.1% |
| YTD | -50.3% | +2.8% | -53.1% | -52.8% |
| 1Y | -38.0% | +3.5% | -41.5% | -41.1% |
| 3Y | -24.6% | +43.5% | -68.1% | -47.9% |
| 5Y | -75.4% | +154.2% | -229.6% | -89.8% |
| All | -47.7% | +241.8% | -289.4% | -83.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling