+296.7%
VST vs HUBB
+57.0%
+239.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -0.9% |
| 7D | +6.6% | +1.8% | +4.8% | +5.0% |
| 30D | -12.4% | -7.7% | -4.7% | -5.8% |
| 3M | -9.0% | -13.6% | +4.6% | +3.6% |
| 6M | -6.4% | -9.1% | +2.7% | -0.1% |
| YTD | -17.2% | -0.7% | -16.5% | -20.9% |
| 1Y | -22.0% | +1.1% | -23.1% | -27.2% |
| 3Y | +296.7% | +56.2% | +240.5% | +214.5% |
| All | +296.7% | +57.0% | +239.6% | +214.5% |
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