+150.0%
HUBB vs VSXY
+37.7%
+112.4%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.5% | +1.4% | -1.7% |
| 7D | +1.1% | -10.7% | +11.8% | +2.3% |
| 30D | -9.6% | -24.3% | +14.6% | -6.8% |
| 3M | -6.2% | +1.0% | -7.2% | -6.8% |
| 6M | -6.2% | +57.4% | -63.5% | -13.1% |
| YTD | +3.4% | +39.8% | -36.4% | -3.3% |
| 1Y | +5.3% | +196.5% | -191.2% | -11.1% |
| 3Y | +44.4% | +357.2% | -312.9% | +9.5% |
| 5Y | +152.4% | +18.9% | +133.5% | +119.0% |
| All | +150.0% | +37.7% | +112.4% | +112.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling