+777.0%
VST vs HUBS
-66.3%
+843.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.3% | +3.8% | +0.2% |
| 7D | +5.3% | -6.2% | +11.6% | +6.2% |
| 30D | +5.8% | +6.6% | -0.9% | +4.2% |
| 3M | +3.5% | +16.4% | -13.0% | -1.2% |
| 6M | -7.4% | -19.7% | +12.4% | -6.7% |
| YTD | -6.1% | -42.6% | +36.6% | +0.6% |
| 1Y | -21.6% | -54.2% | +32.6% | -12.6% |
| 3Y | +357.2% | -57.1% | +414.3% | +418.0% |
| 5Y | +777.0% | -66.2% | +843.3% | +800.7% |
| All | +777.0% | -66.3% | +843.3% | +800.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling