-44.6%
VG vs HUBB
-2.0%
-42.5%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | +14.0% | +1.8% | +12.2% | +13.2% |
| 30D | -1.0% | -7.7% | +6.7% | +1.9% |
| 3M | -2.7% | -13.6% | +10.9% | +2.7% |
| 6M | +1.5% | -9.1% | +10.6% | +1.7% |
| YTD | +93.7% | -0.7% | +94.4% | +68.4% |
| 1Y | +68.5% | +1.1% | +67.5% | +43.2% |
| All | -44.6% | -2.0% | -42.5% | -46.1% |
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