+44.0%
HUBB vs VCLT
+11.3%
+32.7%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | +0.2% |
| 7D | -1.7% | -1.3% | -0.4% | -0.9% |
| 30D | -12.7% | -1.1% | -11.5% | -12.1% |
| 3M | -2.9% | -3.7% | +0.7% | -0.6% |
| 6M | -4.8% | -4.0% | -0.8% | -2.3% |
| YTD | +2.8% | -3.4% | +6.2% | +5.2% |
| 1Y | +3.5% | -4.1% | +7.7% | +6.3% |
| All | +44.0% | +11.3% | +32.7% | +32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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