+225.7%
VIK vs HUBB
+29.2%
+196.5%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.8% | -0.6% | +0.2% |
| 7D | -0.9% | -0.1% | -0.9% | -0.9% |
| 30D | -18.4% | -10.0% | -8.5% | -13.8% |
| 3M | -8.8% | -1.6% | -7.2% | -9.2% |
| 6M | +17.1% | -3.1% | +20.2% | +16.7% |
| YTD | +19.0% | +4.6% | +14.5% | +12.6% |
| 1Y | +30.1% | +3.3% | +26.8% | +23.5% |
| All | +225.7% | +29.2% | +196.5% | +160.6% |
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 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