+1,208.7%
VST vs HUBS
+293.2%
+915.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.8% |
| 7D | -0.6% | -9.0% | +8.4% | +0.9% |
| 30D | +1.2% | +7.2% | -6.1% | -0.5% |
| 3M | +1.5% | +20.9% | -19.4% | -4.1% |
| 6M | -6.5% | -13.0% | +6.5% | -7.9% |
| YTD | -7.8% | -43.8% | +36.1% | -1.7% |
| 1Y | -26.9% | -54.6% | +27.7% | -19.3% |
| 3Y | +353.9% | -58.5% | +412.3% | +407.2% |
| 5Y | +782.7% | -66.4% | +849.1% | +858.9% |
| All | +1,208.7% | +293.2% | +915.5% | +702.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBS.
Daily Out/Under-Performance
Portfolio return minus HUBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBS 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 HUBS 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