+328.3%
HUBS vs VT
+222.7%
+105.6%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.6% | -3.6% | -3.3% |
| 7D | -6.2% | -0.1% | -6.1% | -6.0% |
| 30D | +6.6% | -0.7% | +7.3% | +7.8% |
| 3M | +16.4% | +4.0% | +12.4% | +8.3% |
| 6M | -19.7% | +12.3% | -32.0% | -35.1% |
| YTD | -42.6% | +14.0% | -56.7% | -55.0% |
| 1Y | -54.2% | +20.3% | -74.5% | -67.1% |
| 3Y | -57.1% | +75.4% | -132.6% | -83.4% |
| 5Y | -66.2% | +66.0% | -132.2% | -84.5% |
| 10Y | +328.3% | +228.2% | +100.1% | -38.0% |
| All | +328.3% | +222.7% | +105.6% | -38.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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