+376.9%
HUBB vs VO
+197.6%
+179.3%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +1.8% | +3.1% | -1.3% | -1.5% |
| 30D | -7.7% | +2.2% | -9.9% | -9.8% |
| 3M | -13.6% | -2.5% | -11.1% | -11.1% |
| 6M | -9.1% | +7.0% | -16.1% | -15.2% |
| YTD | -0.7% | +14.0% | -14.7% | -13.3% |
| 1Y | +1.1% | +15.6% | -14.6% | -12.9% |
| 3Y | +56.2% | +66.2% | -10.0% | -5.5% |
| 5Y | +126.6% | +36.6% | +90.0% | +65.9% |
| All | +376.9% | +197.6% | +179.3% | +58.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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