-48.6%
VFC vs HUBB
+381.1%
-429.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.2% | +3.5% | +3.4% |
| 7D | +1.6% | +1.8% | -0.1% | +0.6% |
| 30D | +25.5% | -7.7% | +33.2% | +31.0% |
| 3M | +41.3% | -13.6% | +54.8% | +53.3% |
| 6M | +22.2% | -9.1% | +31.3% | +27.1% |
| YTD | +16.4% | -0.7% | +17.1% | +13.1% |
| 1Y | +38.4% | +1.1% | +37.4% | +33.2% |
| 3Y | +56.2% | +56.2% | 0.0% | +9.7% |
| 5Y | -68.2% | +126.6% | -194.8% | -83.3% |
| All | -48.6% | +381.1% | -429.7% | -84.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling