+349.1%
VT vs HUBB
+1,421.7%
-1,072.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.5% | -2.3% | -1.0% |
| 7D | -2.3% | +1.7% | -4.0% | -3.2% |
| 30D | -5.0% | -9.7% | +4.7% | -0.5% |
| 3M | -4.9% | -15.2% | +10.3% | +2.3% |
| 6M | -1.5% | -14.0% | +12.4% | +4.3% |
| YTD | +8.5% | -2.4% | +10.9% | +6.9% |
| 1Y | +11.4% | -5.8% | +17.2% | +11.4% |
| 3Y | +70.1% | +60.4% | +9.7% | +24.1% |
| 5Y | +53.7% | +125.4% | -71.7% | -10.0% |
| 10Y | +220.0% | +409.7% | -189.8% | +10.1% |
| All | +349.1% | +1,421.7% | -1,072.6% | -36.6% |
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