+642.7%
HUBS vs VIG
+288.6%
+354.1%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.4% | -2.2% |
| 7D | -12.4% | -2.2% | -10.1% | -9.4% |
| 30D | +1.4% | -3.2% | +4.6% | +6.5% |
| 3M | +16.0% | +3.0% | +12.9% | +11.1% |
| 6M | -17.0% | +8.1% | -25.1% | -26.4% |
| YTD | -44.3% | +9.1% | -53.3% | -51.3% |
| 1Y | -54.3% | +12.6% | -66.9% | -61.9% |
| 3Y | -58.4% | +55.4% | -113.8% | -78.3% |
| 5Y | -66.7% | +62.8% | -129.5% | -82.7% |
| 10Y | +315.9% | +246.6% | +69.3% | -23.2% |
| All | +642.7% | +288.6% | +354.1% | +11.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling