+574.0%
HUBS vs VT
+239.1%
+334.9%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.1% | +1.8% | +1.3% |
| 7D | -6.4% | -0.7% | -5.7% | -5.3% |
| 30D | -9.2% | -1.7% | -7.4% | -7.1% |
| 3M | -8.0% | -2.3% | -5.7% | -5.3% |
| 6M | +6.0% | +1.5% | +4.5% | +1.4% |
| YTD | -49.4% | +12.0% | -61.5% | -59.3% |
| 1Y | -48.6% | +12.9% | -61.5% | -59.2% |
| 3Y | -52.7% | +74.9% | -127.6% | -81.1% |
| 5Y | -75.2% | +59.9% | -135.1% | -87.7% |
| 10Y | +250.7% | +224.6% | +26.1% | -32.9% |
| All | +574.0% | +239.1% | +334.9% | +17.6% |
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