+195.0%
VLO vs HUBS
-58.2%
+253.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +1.2% |
| 7D | +5.3% | -9.0% | +14.3% | +6.1% |
| 30D | +18.2% | +7.2% | +11.0% | +17.3% |
| 3M | +53.3% | +20.9% | +32.5% | +49.5% |
| 6M | +70.4% | -13.0% | +83.5% | +69.8% |
| YTD | +143.4% | -43.8% | +187.2% | +156.6% |
| 1Y | +153.0% | -54.6% | +207.6% | +175.1% |
| 3Y | +195.0% | -58.5% | +253.4% | +215.5% |
| All | +195.0% | -58.2% | +253.2% | +215.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBS.
Daily Out/Under-Performance
Portfolio return minus HUBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBS 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 HUBS 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