+34.5%
QXO vs HUBB
+446.9%
-412.4%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.6% | -0.3% |
| 7D | -7.8% | -0.1% | -7.7% | -7.8% |
| 30D | -18.1% | -10.0% | -8.1% | -15.9% |
| 3M | -25.8% | -1.6% | -24.2% | -25.2% |
| 6M | -41.7% | -3.1% | -38.6% | -41.0% |
| YTD | -36.2% | +4.6% | -40.8% | -36.3% |
| 1Y | -42.1% | +3.3% | -45.4% | -42.0% |
| 3Y | -46.2% | +46.6% | -92.7% | -51.3% |
| 5Y | -70.7% | +158.7% | -229.4% | -78.0% |
| All | +34.5% | +446.9% | -412.4% | -18.8% |
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