+2,397.0%
VRT vs HUBB
+346.1%
+2,050.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.6% | -5.1% | -5.1% |
| 7D | -7.7% | -1.7% | -6.0% | -6.1% |
| 30D | -12.0% | -12.7% | +0.7% | -0.3% |
| 3M | -11.7% | -2.9% | -8.7% | -7.7% |
| 6M | -8.1% | -4.8% | -3.3% | -2.6% |
| YTD | +53.2% | +2.8% | +50.5% | +53.2% |
| 1Y | +81.7% | +3.5% | +78.1% | +81.1% |
| 3Y | +535.3% | +43.5% | +491.7% | +430.3% |
| 5Y | +916.4% | +154.2% | +762.2% | +485.8% |
| All | +2,397.0% | +346.1% | +2,050.9% | +939.7% |
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