+46.6%
HUBB vs VICR
+209.3%
-162.7%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +11.2% | -9.4% | -0.2% |
| 7D | -0.1% | +5.0% | -5.0% | -1.0% |
| 30D | -10.0% | -12.5% | +2.5% | -8.3% |
| 3M | -1.6% | -33.6% | +32.0% | +3.9% |
| 6M | -3.1% | +10.7% | -13.8% | -9.4% |
| YTD | +4.6% | +80.6% | -76.0% | -11.4% |
| 1Y | +3.3% | +288.4% | -285.0% | -25.8% |
| 3Y | +46.6% | +213.8% | -167.2% | +4.1% |
| All | +46.6% | +209.3% | -162.7% | +4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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