+617.1%
HUBS vs VT
+237.0%
+380.0%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.6% | +7.0% | +7.3% |
| 7D | +5.3% | +2.9% | +2.4% | +0.9% |
| 30D | -2.5% | -2.5% | +0.1% | +0.9% |
| 3M | +2.7% | -3.3% | +6.1% | +7.3% |
| 6M | +20.2% | +1.5% | +18.7% | +14.8% |
| YTD | -46.2% | +11.4% | -57.6% | -56.3% |
| 1Y | -45.3% | +11.9% | -57.2% | -56.0% |
| 3Y | -49.7% | +73.9% | -123.6% | -79.7% |
| 5Y | -74.3% | +57.9% | -132.2% | -87.1% |
| 10Y | +273.1% | +222.6% | +50.5% | -28.0% |
| All | +617.1% | +237.0% | +380.0% | +26.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling