-100.0%
VIVK vs HUBB
-4.0%
-96.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -27.5% | -2.5% | -25.0% | -28.3% |
| 7D | -68.7% | +0.2% | -68.9% | -68.8% |
| 30D | -90.0% | -8.8% | -81.2% | -90.4% |
| 3M | -98.1% | -12.5% | -85.6% | -98.1% |
| 6M | -99.9% | -14.5% | -85.4% | -99.9% |
| YTD | -99.9% | -0.4% | -99.5% | -99.9% |
| 1Y | -100.0% | -3.4% | -96.5% | -100.0% |
| All | -100.0% | -4.0% | -96.0% | -100.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling