-66.4%
HUBS vs VMC
+47.0%
-113.4%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.2% |
| 7D | -9.0% | -3.8% | -5.2% | -6.6% |
| 30D | +7.2% | -9.7% | +16.9% | +14.5% |
| 3M | +20.9% | -9.6% | +30.5% | +28.9% |
| 6M | -13.0% | -4.8% | -8.2% | -12.0% |
| YTD | -43.8% | -10.9% | -33.0% | -41.7% |
| 1Y | -54.6% | -15.6% | -39.1% | -51.1% |
| 3Y | -58.5% | +19.3% | -77.8% | -68.6% |
| All | -66.4% | +47.0% | -113.4% | -78.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 5y: compounded portfolio wealth divided by compounded VMC 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…
5y analysis · Full analysis span regression · 6 months rolling