+1,216.9%
VST vs HUBB
+435.9%
+781.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.1% | +3.4% | +3.4% |
| 7D | +8.9% | +0.5% | +8.4% | +8.5% |
| 30D | +6.2% | -10.0% | +16.2% | +13.1% |
| 3M | -2.7% | -4.8% | +2.0% | -0.6% |
| 6M | -8.4% | -5.6% | -2.8% | -6.5% |
| YTD | -7.2% | +4.7% | -11.9% | -11.0% |
| 1Y | -20.9% | +6.7% | -27.6% | -25.3% |
| 3Y | +384.0% | +45.8% | +338.2% | +299.9% |
| 5Y | +757.1% | +145.9% | +611.1% | +428.6% |
| All | +1,216.9% | +435.9% | +781.0% | +451.8% |
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 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