+32.7%
HUBG vs VT
+223.7%
-191.0%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.6% | -0.6% | -0.5% |
| 7D | -9.8% | +0.4% | -10.2% | -10.0% |
| 30D | -4.1% | -2.6% | -1.5% | -1.6% |
| 3M | -48.1% | -3.2% | -44.9% | -46.4% |
| 6M | -42.0% | +0.9% | -43.0% | -42.6% |
| YTD | -41.4% | +11.3% | -52.7% | -47.4% |
| 1Y | -29.9% | +14.0% | -43.9% | -38.5% |
| 3Y | -26.8% | +75.8% | -102.7% | -57.2% |
| 5Y | -38.1% | +57.8% | -96.0% | -60.0% |
| 10Y | +32.7% | +219.8% | -187.1% | -53.6% |
| All | +32.7% | +223.7% | -191.0% | -53.6% |
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