-29.4%
QXO vs HUBB
-7.9%
-21.5%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -4.4% | -3.6% | -4.6% |
| 7D | +2.3% | -4.4% | +6.7% | +5.8% |
| 30D | -3.9% | -13.7% | +9.8% | +7.5% |
| 3M | -26.8% | -18.2% | -8.6% | -14.4% |
| 6M | -38.3% | -17.0% | -21.3% | -28.9% |
| YTD | -39.7% | -4.9% | -34.8% | -39.7% |
| 1Y | -29.4% | -9.4% | -20.0% | -24.9% |
| All | -29.4% | -7.9% | -21.5% | -24.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling