+72.7%
HUBG vs VT
+221.4%
-148.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.2% |
| 7D | -5.0% | +1.0% | -6.0% | -5.9% |
| 30D | -24.6% | -0.2% | -24.3% | -24.3% |
| 3M | -19.2% | +4.5% | -23.7% | -22.7% |
| 6M | -7.0% | +14.1% | -21.1% | -18.3% |
| YTD | -14.8% | +14.8% | -29.6% | -25.8% |
| 1Y | -1.8% | +21.2% | -23.0% | -18.9% |
| 3Y | -4.1% | +76.6% | -80.7% | -44.2% |
| 5Y | +6.0% | +66.6% | -60.6% | -34.9% |
| 10Y | +72.7% | +222.3% | -149.6% | -43.3% |
| All | +72.7% | +221.4% | -148.7% | -43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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