-78.3%
VFC vs HUBB
+157.3%
-235.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.8% | +2.6% | +3.4% |
| 7D | -1.4% | -0.1% | -1.3% | -1.3% |
| 30D | -9.0% | -10.0% | +1.0% | -3.9% |
| 3M | -24.2% | -1.6% | -22.6% | -24.3% |
| 6M | -18.5% | -3.1% | -15.4% | -18.7% |
| YTD | -25.9% | +4.6% | -30.5% | -29.4% |
| 1Y | -13.0% | +3.3% | -16.3% | -16.9% |
| 3Y | -20.3% | +46.6% | -66.9% | -39.6% |
| All | -78.3% | +157.3% | -235.7% | -88.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling