+3,173.1%
VMC vs HUBB
+153,832.2%
-150,659.2%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -1.7% |
| 7D | -0.5% | +4.8% | -5.4% | -0.6% |
| 30D | -9.1% | -9.3% | +0.2% | -9.0% |
| 3M | -4.1% | -3.9% | -0.3% | -4.1% |
| 6M | -5.5% | -0.8% | -4.7% | -5.5% |
| YTD | -8.9% | +5.6% | -14.5% | -9.0% |
| 1Y | -12.9% | +7.7% | -20.7% | -13.1% |
| 3Y | +22.1% | +47.5% | -25.3% | +21.4% |
| 5Y | +52.7% | +153.7% | -101.0% | +50.8% |
| 10Y | +152.7% | +433.0% | -280.3% | +147.7% |
| All | +3,173.1% | +153,832.2% | -150,659.2% | +3,003.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling