-58.5%
HUBS vs VCLT
+11.4%
-69.8%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -9.0% | -1.4% | -7.6% | -8.0% |
| 30D | +7.2% | -1.2% | +8.4% | +8.4% |
| 3M | +20.9% | -4.8% | +25.6% | +25.5% |
| 6M | -13.0% | -2.6% | -10.5% | -11.4% |
| YTD | -43.8% | -3.3% | -40.5% | -42.4% |
| 1Y | -54.6% | -4.8% | -49.8% | -53.0% |
| 3Y | -58.5% | +11.5% | -70.0% | -62.5% |
| All | -58.5% | +11.4% | -69.8% | -62.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling