+159.4%
HUBB vs VSXY
+22.6%
+136.7%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.1% | -1.3% | +1.4% |
| 7D | -0.1% | +0.1% | -0.2% | -0.1% |
| 30D | -10.0% | -18.7% | +8.7% | -7.8% |
| 3M | -1.6% | -4.0% | +2.4% | -1.6% |
| 6M | -3.1% | +67.5% | -70.6% | -11.3% |
| YTD | +4.6% | +39.7% | -35.1% | -2.5% |
| 1Y | +3.3% | +180.0% | -176.6% | -12.9% |
| 3Y | +46.6% | +337.3% | -290.7% | +9.8% |
| All | +159.4% | +22.6% | +136.7% | +124.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 5y: compounded portfolio wealth divided by compounded VSXY 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…
5y analysis · Full analysis span regression · 6 months rolling