+227.7%
VLO vs HUBB
+57.4%
+170.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.2% | +4.3% | +3.3% |
| 7D | +6.8% | +4.6% | +2.2% | +5.8% |
| 30D | -17.9% | -8.4% | -9.5% | -16.4% |
| 3M | +13.5% | -14.3% | +27.9% | +16.8% |
| 6M | +53.0% | -9.3% | +62.4% | +54.9% |
| YTD | +133.7% | -0.5% | +134.2% | +127.4% |
| 1Y | +115.7% | -2.1% | +117.8% | +110.6% |
| All | +227.7% | +57.4% | +170.3% | +168.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling