+790.3%
VLO vs HUBB
+381.1%
+409.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.4% |
| 7D | +9.6% | +1.8% | +7.9% | +8.6% |
| 30D | -17.4% | -7.7% | -9.7% | -13.8% |
| 3M | +10.8% | -13.6% | +24.3% | +19.4% |
| 6M | +56.9% | -9.1% | +66.1% | +61.8% |
| YTD | +136.8% | -0.7% | +137.5% | +125.8% |
| 1Y | +120.7% | +1.1% | +119.6% | +107.5% |
| 3Y | +231.9% | +56.2% | +175.7% | +117.1% |
| 5Y | +479.0% | +126.6% | +352.4% | +164.9% |
| All | +790.3% | +381.1% | +409.3% | +134.8% |
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