+29.3%
VCIT vs HUBB
+430.1%
-400.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.1% |
| 7D | +0.1% | +4.8% | -4.7% | -0.1% |
| 30D | -0.8% | -9.3% | +8.5% | -0.4% |
| 3M | -0.5% | -3.9% | +3.4% | -0.5% |
| 6M | -1.4% | -0.8% | -0.5% | -1.5% |
| YTD | -0.8% | +5.6% | -6.4% | -1.1% |
| 1Y | +0.3% | +7.7% | -7.4% | -0.1% |
| 3Y | +19.2% | +47.5% | -28.2% | +16.8% |
| 5Y | +3.6% | +153.7% | -150.1% | -0.7% |
| 10Y | +29.3% | +433.0% | -403.8% | +22.4% |
| All | +29.3% | +430.1% | -400.8% | +22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded HUBB 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling