-23.8%
QS vs HUBB
+46.2%
-70.0%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.8% | +0.2% | +0.6% |
| 7D | -3.6% | -0.1% | -3.6% | -3.5% |
| 30D | -17.2% | -10.0% | -7.3% | -10.6% |
| 3M | -27.0% | -1.6% | -25.4% | -26.9% |
| 6M | -24.6% | -3.1% | -21.5% | -24.9% |
| YTD | -49.3% | +4.6% | -53.9% | -52.4% |
| 1Y | -40.3% | +3.3% | -43.7% | -43.3% |
| 3Y | -23.8% | +46.6% | -70.4% | -46.5% |
| All | -23.8% | +46.2% | -70.0% | -46.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling