+664.8%
HUBS vs VFC
-71.5%
+736.2%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.2% | -2.1% | -3.5% |
| 7D | -6.2% | -2.3% | -3.9% | -5.5% |
| 30D | +6.6% | -13.4% | +20.0% | +11.7% |
| 3M | +16.4% | -23.7% | +40.1% | +26.1% |
| 6M | -19.7% | -24.5% | +4.7% | -13.8% |
| YTD | -42.6% | -27.8% | -14.8% | -38.0% |
| 1Y | -54.2% | -13.5% | -40.7% | -54.3% |
| 3Y | -57.1% | -27.1% | -30.0% | -60.8% |
| 5Y | -66.2% | -79.0% | +12.8% | -44.9% |
| 10Y | +328.3% | -68.7% | +397.0% | +386.5% |
| All | +664.8% | -71.5% | +736.2% | +765.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling