+221.9%
VIK vs HUBB
+26.9%
+195.0%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.7% | -0.9% |
| 7D | -1.8% | -1.7% | -0.2% | -0.9% |
| 30D | -17.3% | -12.7% | -4.6% | -11.1% |
| 3M | -5.1% | -2.9% | -2.1% | -4.8% |
| 6M | +16.2% | -4.8% | +21.0% | +16.8% |
| YTD | +17.6% | +2.8% | +14.9% | +12.3% |
| 1Y | +33.5% | +3.5% | +30.0% | +26.4% |
| All | +221.9% | +26.9% | +195.0% | +160.0% |
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 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