+308.1%
HUBS vs VWO
+117.1%
+191.0%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.1% |
| 7D | -9.0% | -1.8% | -7.2% | -7.2% |
| 30D | +7.2% | -0.1% | +7.3% | +7.3% |
| 3M | +20.9% | +2.2% | +18.6% | +16.7% |
| 6M | -13.0% | +8.8% | -21.8% | -22.8% |
| YTD | -43.8% | +12.4% | -56.2% | -52.5% |
| 1Y | -54.6% | +15.6% | -70.2% | -63.0% |
| 3Y | -58.5% | +62.5% | -121.0% | -77.6% |
| 5Y | -66.4% | +34.3% | -100.7% | -76.8% |
| All | +308.1% | +117.1% | +191.0% | +68.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 VWO 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