+308.1%
HUBS vs VCLT
+17.1%
+291.0%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -9.0% | -1.4% | -7.6% | -7.9% |
| 30D | +7.2% | -1.2% | +8.4% | +8.5% |
| 3M | +20.9% | -4.8% | +25.6% | +26.2% |
| 6M | -13.0% | -2.6% | -10.5% | -11.1% |
| YTD | -43.8% | -3.3% | -40.5% | -42.2% |
| 1Y | -54.6% | -4.8% | -49.8% | -52.8% |
| 3Y | -58.5% | +11.5% | -70.0% | -62.5% |
| 5Y | -66.4% | -17.0% | -49.4% | -62.4% |
| All | +308.1% | +17.1% | +291.0% | +354.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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