+219.2%
VT vs HUBB
+389.2%
-170.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.1% |
| 7D | -0.1% | -2.6% | +2.4% | +0.8% |
| 30D | -3.1% | -7.7% | +4.6% | -0.3% |
| 3M | -3.5% | -13.0% | +9.5% | +1.4% |
| 6M | +0.5% | -10.6% | +11.0% | +3.8% |
| YTD | +10.8% | -0.6% | +11.3% | +8.7% |
| 1Y | +11.9% | -4.1% | +16.0% | +11.3% |
| 3Y | +73.0% | +57.2% | +15.8% | +34.9% |
| 5Y | +58.6% | +127.2% | -68.5% | +1.5% |
| 10Y | +219.2% | +386.2% | -167.0% | +42.1% |
| All | +219.2% | +389.2% | -170.0% | +42.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling