+382.8%
VNQ vs HUBB
+1,607.8%
-1,225.1%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.6% |
| 7D | -2.6% | -1.7% | -0.9% | -1.8% |
| 30D | -2.3% | -12.7% | +10.3% | +4.4% |
| 3M | -2.8% | -2.9% | +0.2% | -2.7% |
| 6M | +2.5% | -4.8% | +7.3% | +2.5% |
| YTD | +8.4% | +2.8% | +5.7% | +3.5% |
| 1Y | +6.8% | +3.5% | +3.2% | +0.7% |
| 3Y | +29.9% | +43.5% | -13.6% | -3.8% |
| 5Y | +7.2% | +154.2% | -147.0% | -45.0% |
| 10Y | +62.5% | +434.0% | -371.5% | -51.4% |
| All | +382.8% | +1,607.8% | -1,225.1% | -47.5% |
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