+122.8%
HUBG vs VT
+374.2%
-251.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -7.4% | +0.4% | -7.8% | -7.8% |
| 30D | -22.9% | +1.0% | -23.9% | -23.6% |
| 3M | -15.6% | +2.4% | -18.0% | -17.9% |
| 6M | -14.2% | +12.0% | -26.2% | -23.7% |
| YTD | -13.4% | +15.3% | -28.7% | -25.5% |
| 1Y | -0.5% | +22.6% | -23.1% | -19.6% |
| 3Y | -4.1% | +74.7% | -78.8% | -45.6% |
| 5Y | +7.3% | +66.1% | -58.8% | -35.9% |
| 10Y | +79.5% | +225.0% | -145.5% | -46.9% |
| All | +122.8% | +374.2% | -251.4% | -55.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling