+46.8%
VMC vs HUBB
+148.7%
-102.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.8% | +0.5% |
| 7D | -3.7% | -1.7% | -2.0% | -2.9% |
| 30D | -12.8% | -12.7% | -0.1% | -7.3% |
| 3M | -7.9% | -2.9% | -5.0% | -7.4% |
| 6M | -7.5% | -4.8% | -2.7% | -6.9% |
| YTD | -11.6% | +2.8% | -14.4% | -14.5% |
| 1Y | -14.3% | +3.5% | -17.8% | -17.7% |
| 3Y | +18.5% | +43.5% | -25.0% | -7.7% |
| 5Y | +46.8% | +154.2% | -107.4% | -23.0% |
| All | +46.8% | +148.7% | -102.0% | -23.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling