+648.6%
HUBS vs VYM
+252.4%
+396.2%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | 0.0% |
| 7D | -9.0% | -0.8% | -8.2% | -8.1% |
| 30D | +7.2% | -2.2% | +9.5% | +10.2% |
| 3M | +20.9% | +3.1% | +17.8% | +16.9% |
| 6M | -13.0% | +9.7% | -22.8% | -22.5% |
| YTD | -43.8% | +14.9% | -58.7% | -52.9% |
| 1Y | -54.6% | +17.6% | -72.2% | -63.0% |
| 3Y | -58.5% | +65.3% | -123.8% | -77.3% |
| 5Y | -66.4% | +78.7% | -145.1% | -82.7% |
| 10Y | +319.2% | +208.2% | +111.0% | +9.5% |
| All | +648.6% | +252.4% | +396.2% | +63.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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