+1,112.0%
VST vs HUBB
+402.2%
+709.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +2.5% | +8.0% | +9.0% |
| 7D | -9.8% | +1.7% | -11.5% | -10.4% |
| 30D | -25.1% | -9.7% | -15.5% | -20.2% |
| 3M | -11.6% | -15.2% | +3.6% | -2.3% |
| 6M | -20.9% | -14.0% | -6.9% | -13.9% |
| YTD | -22.3% | -2.4% | -19.9% | -22.1% |
| 1Y | -32.0% | -5.8% | -26.2% | -30.4% |
| 3Y | +262.4% | +60.4% | +202.0% | +190.4% |
| 5Y | +563.4% | +125.4% | +437.9% | +332.2% |
| All | +1,112.0% | +402.2% | +709.9% | +497.1% |
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