+648.6%
HUBS vs VICR
+1,793.9%
-1,145.3%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +11.2% | -10.4% | -1.7% |
| 7D | -9.0% | +5.0% | -14.0% | -10.1% |
| 30D | +7.2% | -12.5% | +19.7% | +9.3% |
| 3M | +20.9% | -33.6% | +54.5% | +26.3% |
| 6M | -13.0% | +10.7% | -23.7% | -25.4% |
| YTD | -43.8% | +80.6% | -124.4% | -59.2% |
| 1Y | -54.6% | +288.4% | -343.0% | -74.4% |
| 3Y | -58.5% | +213.8% | -272.3% | -77.6% |
| 5Y | -66.4% | +58.8% | -125.3% | -80.0% |
| 10Y | +319.2% | +1,671.8% | -1,352.6% | +21.6% |
| All | +648.6% | +1,793.9% | -1,145.3% | +118.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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