+308.1%
HUBS vs VIG
+250.0%
+58.1%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | -0.3% |
| 7D | -9.0% | -1.1% | -7.9% | -7.5% |
| 30D | +7.2% | -2.7% | +10.0% | +11.9% |
| 3M | +20.9% | +2.5% | +18.3% | +16.7% |
| 6M | -13.0% | +9.2% | -22.3% | -24.2% |
| YTD | -43.8% | +9.8% | -53.7% | -51.5% |
| 1Y | -54.6% | +12.4% | -67.0% | -62.2% |
| 3Y | -58.5% | +55.9% | -114.4% | -78.7% |
| 5Y | -66.4% | +63.9% | -130.4% | -83.0% |
| All | +308.1% | +250.0% | +58.1% | -40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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