-38.0%
VG vs HUBB
+4.2%
-42.2%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.9% | +1.3% | +1.8% |
| 7D | -2.5% | +4.8% | -7.4% | -4.3% |
| 30D | +11.1% | -9.3% | +20.4% | +15.1% |
| 3M | +14.9% | -3.9% | +18.8% | +13.4% |
| 6M | +18.4% | -0.8% | +19.2% | +9.5% |
| YTD | +116.6% | +5.6% | +111.0% | +84.1% |
| 1Y | +9.4% | +7.7% | +1.6% | -9.8% |
| All | -38.0% | +4.2% | -42.2% | -41.0% |
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