+648.6%
HUBS vs VIAV
+433.0%
+215.6%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.6% | -2.8% | -0.3% |
| 7D | -9.0% | +11.2% | -20.2% | -12.1% |
| 30D | +7.2% | -10.1% | +17.4% | +9.2% |
| 3M | +20.9% | -22.9% | +43.7% | +24.4% |
| 6M | -13.0% | +28.8% | -41.8% | -32.2% |
| YTD | -43.8% | +117.5% | -161.3% | -67.9% |
| 1Y | -54.6% | +216.1% | -270.7% | -79.1% |
| 3Y | -58.5% | +292.2% | -350.7% | -84.2% |
| 5Y | -66.4% | +141.0% | -207.4% | -82.9% |
| 10Y | +319.2% | +414.6% | -95.4% | +43.5% |
| All | +648.6% | +433.0% | +215.6% | +153.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VIAV.
Daily Out/Under-Performance
Portfolio return minus VIAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIAV 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 VIAV 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