-66.4%
HUBS vs VFC
-78.2%
+11.8%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.4% | -3.6% | -0.4% |
| 7D | -9.0% | -1.4% | -7.6% | -8.6% |
| 30D | +7.2% | -9.0% | +16.2% | +9.9% |
| 3M | +20.9% | -24.2% | +45.0% | +29.2% |
| 6M | -13.0% | -18.5% | +5.5% | -9.7% |
| YTD | -43.8% | -25.9% | -18.0% | -40.6% |
| 1Y | -54.6% | -13.0% | -41.7% | -54.8% |
| 3Y | -58.5% | -20.3% | -38.1% | -61.9% |
| All | -66.4% | -78.2% | +11.8% | -35.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling