+308.1%
HUBS vs VCIT
+28.6%
+279.5%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +1.0% |
| 7D | -9.0% | -1.2% | -7.8% | -7.2% |
| 30D | +7.2% | -1.6% | +8.8% | +10.2% |
| 3M | +20.9% | -2.3% | +23.2% | +25.8% |
| 6M | -13.0% | -1.9% | -11.1% | -10.3% |
| YTD | -43.8% | -1.8% | -42.0% | -42.1% |
| 1Y | -54.6% | -1.2% | -53.5% | -53.9% |
| 3Y | -58.5% | +18.1% | -76.5% | -68.7% |
| 5Y | -66.4% | +2.3% | -68.7% | -69.6% |
| All | +308.1% | +28.6% | +279.5% | +289.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 VCIT 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