-54.1%
HUBS vs VFC
+52.5%
-106.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +4.4% | -8.7% | -4.6% |
| 7D | -13.0% | +21.5% | -34.5% | -14.9% |
| 30D | -1.8% | +46.7% | -48.5% | -5.8% |
| 3M | -13.0% | +38.4% | -51.3% | -16.0% |
| 6M | -12.4% | +15.2% | -27.7% | -15.0% |
| YTD | -46.0% | +17.8% | -63.8% | -47.8% |
| 1Y | -54.1% | +55.6% | -109.7% | -62.2% |
| All | -54.1% | +52.5% | -106.6% | -62.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 1y: compounded portfolio wealth divided by compounded VFC 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…
1y analysis · Full analysis span regression · 6 months rolling