+308.1%
HUBS vs VNQ
+64.0%
+244.1%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.1% |
| 7D | -9.0% | -1.3% | -7.7% | -7.9% |
| 30D | +7.2% | -2.6% | +9.8% | +10.1% |
| 3M | +20.9% | -2.0% | +22.9% | +24.0% |
| 6M | -13.0% | +4.3% | -17.4% | -16.9% |
| YTD | -43.8% | +9.2% | -53.1% | -48.8% |
| 1Y | -54.6% | +5.6% | -60.3% | -57.3% |
| 3Y | -58.5% | +30.8% | -89.3% | -68.7% |
| 5Y | -66.4% | +8.0% | -74.4% | -68.5% |
| All | +308.1% | +64.0% | +244.1% | +172.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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