-100.0%
VIVK vs HUBB
+1,667.8%
-1,767.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -2.1% | -4.2% | -6.0% |
| 7D | -7.9% | +1.1% | -9.0% | -8.0% |
| 30D | -42.0% | -9.6% | -32.3% | -41.0% |
| 3M | -92.5% | -6.2% | -86.3% | -92.5% |
| 6M | -98.0% | -6.2% | -91.9% | -98.0% |
| YTD | -97.9% | +3.4% | -101.3% | -98.0% |
| 1Y | -100.0% | +5.3% | -105.3% | -100.0% |
| 3Y | -100.0% | +44.4% | -144.3% | -100.0% |
| 5Y | -100.0% | +152.4% | -252.4% | -100.0% |
| 10Y | -100.0% | +437.0% | -537.0% | -100.0% |
| All | -100.0% | +1,667.8% | -1,767.8% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling