-68.3%
HUBS vs VG
-35.7%
-32.6%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +3.8% | -8.1% | -4.4% |
| 7D | -6.2% | +3.8% | -10.0% | -6.4% |
| 30D | +6.6% | +7.2% | -0.6% | +6.3% |
| 3M | +16.4% | +22.8% | -6.3% | +14.5% |
| 6M | -19.7% | +33.2% | -53.0% | -22.4% |
| YTD | -42.6% | +124.8% | -167.5% | -47.4% |
| 1Y | -54.2% | +15.8% | -70.0% | -54.8% |
| All | -68.3% | -35.7% | -32.6% | -72.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling