-68.4%
VFC vs HUBB
+126.3%
-194.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.2% | +3.5% | +3.4% |
| 7D | +1.6% | +1.8% | -0.1% | +0.7% |
| 30D | +25.5% | -7.7% | +33.2% | +30.3% |
| 3M | +41.3% | -13.6% | +54.8% | +51.7% |
| 6M | +22.2% | -9.1% | +31.3% | +26.5% |
| YTD | +16.4% | -0.7% | +17.1% | +13.3% |
| 1Y | +38.4% | +1.1% | +37.4% | +33.4% |
| 3Y | +56.2% | +56.2% | 0.0% | +14.1% |
| All | -68.4% | +126.3% | -194.7% | -82.3% |
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