+648.6%
HUBS vs VGT
+989.2%
-340.6%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | -0.6% |
| 7D | -9.0% | -0.2% | -8.8% | -8.8% |
| 30D | +7.2% | -0.4% | +7.7% | +7.8% |
| 3M | +20.9% | +4.4% | +16.4% | +10.9% |
| 6M | -13.0% | +32.1% | -45.1% | -41.8% |
| YTD | -43.8% | +28.8% | -72.6% | -61.3% |
| 1Y | -54.6% | +35.3% | -90.0% | -70.8% |
| 3Y | -58.5% | +124.8% | -183.2% | -86.8% |
| 5Y | -66.4% | +137.9% | -204.3% | -89.3% |
| 10Y | +319.2% | +814.2% | -495.0% | -75.4% |
| All | +648.6% | +989.2% | -340.6% | -64.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VGT.
Daily Out/Under-Performance
Portfolio return minus VGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VGT 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 VGT 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