+1,313.3%
HUBB vs VIG
+614.0%
+699.3%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -1.5% |
| 7D | +1.1% | -1.2% | +2.3% | +2.5% |
| 30D | -9.6% | -2.8% | -6.8% | -6.5% |
| 3M | -6.2% | +2.5% | -8.6% | -8.7% |
| 6M | -6.2% | +8.1% | -14.2% | -14.2% |
| YTD | +3.4% | +9.6% | -6.2% | -6.9% |
| 1Y | +5.3% | +14.2% | -8.8% | -9.4% |
| 3Y | +44.4% | +56.1% | -11.8% | -12.2% |
| 5Y | +152.4% | +62.8% | +89.5% | +46.2% |
| 10Y | +437.0% | +248.2% | +188.8% | +33.9% |
| All | +1,313.3% | +614.0% | +699.3% | +53.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling