+437.9%
HUBB vs VIG
+250.0%
+187.9%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.1% | +0.9% |
| 7D | -0.1% | -1.1% | +1.0% | +1.3% |
| 30D | -10.0% | -2.7% | -7.2% | -6.8% |
| 3M | -1.6% | +2.5% | -4.1% | -4.5% |
| 6M | -3.1% | +9.2% | -12.3% | -12.9% |
| YTD | +4.6% | +9.8% | -5.2% | -6.5% |
| 1Y | +3.3% | +12.4% | -9.0% | -10.0% |
| 3Y | +46.6% | +55.9% | -9.3% | -12.4% |
| 5Y | +158.7% | +63.9% | +94.7% | +45.6% |
| All | +437.9% | +250.0% | +187.9% | +25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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