-69.0%
HUBS vs VG
-33.5%
-35.5%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.1% | +0.7% |
| 7D | -9.0% | +9.6% | -18.6% | -9.3% |
| 30D | +7.2% | +15.2% | -7.9% | +6.6% |
| 3M | +20.9% | +24.1% | -3.2% | +18.9% |
| 6M | -13.0% | +27.2% | -40.2% | -15.3% |
| YTD | -43.8% | +132.3% | -176.2% | -48.6% |
| 1Y | -54.6% | +15.7% | -70.3% | -55.1% |
| All | -69.0% | -33.5% | -35.5% | -72.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 VG 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