+642.7%
HUBS vs VSH
+186.0%
+456.7%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.9% | -1.9% | -2.6% |
| 7D | -12.4% | +3.1% | -15.5% | -13.4% |
| 30D | +1.4% | -5.7% | +7.1% | +2.6% |
| 3M | +16.0% | -42.5% | +58.4% | +33.0% |
| 6M | -17.0% | +82.7% | -99.7% | -46.7% |
| YTD | -44.3% | +118.2% | -162.5% | -68.4% |
| 1Y | -54.3% | +109.7% | -164.0% | -73.9% |
| 3Y | -58.4% | +35.3% | -93.7% | -72.4% |
| 5Y | -66.7% | +65.6% | -132.3% | -80.5% |
| 10Y | +315.9% | +176.8% | +139.1% | +61.0% |
| All | +642.7% | +186.0% | +456.7% | +180.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling