+377.4%
VT vs HUBB
+1,532.5%
-1,155.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | -0.1% |
| 7D | +0.4% | +0.5% | -0.1% | +0.2% |
| 30D | +1.0% | -10.0% | +11.0% | +6.1% |
| 3M | +2.4% | -4.8% | +7.1% | +3.9% |
| 6M | +12.0% | -5.6% | +17.6% | +13.2% |
| YTD | +15.3% | +4.7% | +10.7% | +10.4% |
| 1Y | +22.6% | +6.7% | +15.9% | +15.6% |
| 3Y | +74.7% | +45.8% | +28.9% | +34.4% |
| 5Y | +66.1% | +145.9% | -79.8% | -6.5% |
| 10Y | +225.0% | +418.6% | -193.6% | +12.0% |
| All | +377.4% | +1,532.5% | -1,155.1% | -34.5% |
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 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