+145.7%
VMC vs HUBB
+446.9%
-301.2%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.8% | -0.9% | -0.1% |
| 7D | -3.8% | -0.1% | -3.7% | -3.7% |
| 30D | -9.7% | -10.0% | +0.3% | -4.4% |
| 3M | -9.6% | -1.6% | -8.0% | -9.7% |
| 6M | -4.8% | -3.1% | -1.7% | -5.0% |
| YTD | -10.9% | +4.6% | -15.5% | -15.1% |
| 1Y | -15.6% | +3.3% | -18.9% | -19.5% |
| 3Y | +19.3% | +46.6% | -27.3% | -11.4% |
| 5Y | +48.0% | +158.7% | -110.7% | -25.6% |
| All | +145.7% | +446.9% | -301.2% | -30.4% |
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