+262.4%
VST vs HUBB
+58.1%
+204.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +2.5% | +8.0% | +8.3% |
| 7D | -9.8% | +1.7% | -11.5% | -10.7% |
| 30D | -25.1% | -9.7% | -15.5% | -18.0% |
| 3M | -11.6% | -15.2% | +3.6% | +2.0% |
| 6M | -20.9% | -14.0% | -6.9% | -11.1% |
| YTD | -22.3% | -2.4% | -19.9% | -24.7% |
| 1Y | -32.0% | -5.8% | -26.2% | -31.8% |
| 3Y | +262.4% | +60.4% | +202.0% | +188.1% |
| All | +262.4% | +58.1% | +204.3% | +188.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling