+142,279.3%
HUBB vs VICR
+11,731.3%
+130,548.0%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.9% | +2.8% | -1.4% |
| 7D | +1.1% | +1.3% | -0.2% | +0.9% |
| 30D | -9.6% | -11.9% | +2.3% | -8.2% |
| 3M | -6.2% | -35.1% | +29.0% | -1.1% |
| 6M | -6.2% | +8.1% | -14.3% | -10.5% |
| YTD | +3.4% | +67.8% | -64.4% | -8.5% |
| 1Y | +5.3% | +267.3% | -262.0% | -18.3% |
| 3Y | +44.4% | +191.2% | -146.9% | +10.6% |
| 5Y | +152.4% | +48.1% | +104.3% | +97.9% |
| 10Y | +437.0% | +1,546.1% | -1,109.1% | +174.7% |
| All | +142,279.3% | +11,731.3% | +130,548.0% | +54,154.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling