+437.9%
HUBB vs VYM
+209.2%
+228.8%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.1% | +1.0% |
| 7D | -0.1% | -0.8% | +0.7% | +0.9% |
| 30D | -10.0% | -2.2% | -7.7% | -7.5% |
| 3M | -1.6% | +3.1% | -4.7% | -5.0% |
| 6M | -3.1% | +9.7% | -12.8% | -13.2% |
| YTD | +4.6% | +14.9% | -10.3% | -11.1% |
| 1Y | +3.3% | +17.6% | -14.2% | -14.4% |
| 3Y | +46.6% | +65.3% | -18.7% | -17.4% |
| 5Y | +158.7% | +78.7% | +80.0% | +33.0% |
| All | +437.9% | +209.2% | +228.8% | +47.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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