-43.5%
QS vs HUBB
+251.1%
-294.6%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.1% | +1.3% |
| 7D | +2.2% | +4.8% | -2.6% | -1.6% |
| 30D | -8.1% | -9.3% | +1.2% | -0.7% |
| 3M | -27.0% | -3.9% | -23.1% | -25.5% |
| 6M | -16.4% | -0.8% | -15.6% | -18.3% |
| YTD | -46.4% | +5.6% | -51.9% | -50.2% |
| 1Y | -41.1% | +7.7% | -48.8% | -45.9% |
| 3Y | -18.6% | +47.5% | -66.1% | -45.0% |
| 5Y | -73.0% | +153.7% | -226.7% | -88.8% |
| All | -43.5% | +251.1% | -294.6% | -82.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling