+308.1%
HUBS vs VSH
+196.4%
+111.7%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.1% | -5.3% | -1.2% |
| 7D | -9.0% | +4.8% | -13.8% | -10.4% |
| 30D | +7.2% | -0.7% | +7.9% | +6.6% |
| 3M | +20.9% | -43.1% | +63.9% | +39.5% |
| 6M | -13.0% | +91.8% | -104.8% | -44.5% |
| YTD | -43.8% | +131.6% | -175.5% | -68.4% |
| 1Y | -54.6% | +118.1% | -172.7% | -74.0% |
| 3Y | -58.5% | +40.9% | -99.4% | -72.3% |
| 5Y | -66.4% | +75.8% | -142.2% | -80.5% |
| All | +308.1% | +196.4% | +111.7% | +43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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