+911.8%
VLO vs HUBB
+437.4%
+474.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.6% |
| 7D | +4.0% | -1.7% | +5.7% | +4.9% |
| 30D | +19.0% | -12.7% | +31.7% | +27.7% |
| 3M | +50.0% | -2.9% | +52.9% | +49.8% |
| 6M | +79.1% | -4.8% | +83.9% | +77.5% |
| YTD | +140.3% | +2.8% | +137.5% | +125.2% |
| 1Y | +148.3% | +3.5% | +144.8% | +129.4% |
| 3Y | +194.6% | +43.5% | +151.1% | +104.7% |
| 5Y | +609.6% | +154.2% | +455.4% | +195.8% |
| All | +911.8% | +437.4% | +474.4% | +139.6% |
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