+1,238.2%
VST vs HUBB
+440.6%
+797.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +1.1% |
| 7D | +9.9% | +4.8% | +5.0% | +6.8% |
| 30D | +7.9% | -9.3% | +17.2% | +14.4% |
| 3M | +3.4% | -3.9% | +7.3% | +5.1% |
| 6M | -4.1% | -0.8% | -3.3% | -5.1% |
| YTD | -5.7% | +5.6% | -11.3% | -10.1% |
| 1Y | -18.9% | +7.7% | -26.6% | -23.9% |
| 3Y | +359.1% | +47.5% | +311.6% | +277.2% |
| 5Y | +766.9% | +153.7% | +613.2% | +425.7% |
| All | +1,238.2% | +440.6% | +797.6% | +457.8% |
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