+1,315.6%
HUBB vs VCLT
+103.3%
+1,212.3%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +4.8% | +0.3% | +4.5% | +4.8% |
| 30D | -9.3% | -0.6% | -8.7% | -9.2% |
| 3M | -3.9% | -2.2% | -1.6% | -3.5% |
| 6M | -0.8% | -2.9% | +2.1% | -0.3% |
| YTD | +5.6% | -2.1% | +7.6% | +6.0% |
| 1Y | +7.7% | -2.6% | +10.3% | +8.3% |
| 3Y | +47.5% | +12.5% | +35.0% | +45.2% |
| 5Y | +153.7% | -15.3% | +169.0% | +149.8% |
| 10Y | +433.0% | +16.6% | +416.4% | +464.5% |
| All | +1,315.6% | +103.3% | +1,212.3% | +2,112.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling