+1,357.8%
VSH vs HUBB
+144,634.5%
-143,276.7%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.2% | -4.0% | -4.2% |
| 7D | +14.3% | +1.8% | +12.6% | +14.3% |
| 30D | -7.9% | -7.7% | -0.2% | -7.6% |
| 3M | -19.9% | -13.6% | -6.3% | -19.5% |
| 6M | -30.5% | -9.1% | -21.4% | -30.3% |
| YTD | +85.7% | -0.7% | +86.4% | +86.0% |
| 1Y | +98.9% | +1.1% | +97.9% | +99.2% |
| 3Y | +32.1% | +56.2% | -24.1% | +31.1% |
| 5Y | +39.7% | +126.6% | -86.9% | +37.6% |
| 10Y | +117.6% | +384.6% | -267.0% | +111.6% |
| All | +1,357.8% | +144,634.5% | -143,276.7% | +1,030.7% |
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 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