+85.8%
VUG vs HUBB
+47.5%
+38.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.2% | -0.7% |
| 7D | +0.9% | +4.8% | -4.0% | -0.8% |
| 30D | -1.4% | -9.3% | +7.9% | +1.9% |
| 3M | +2.3% | -3.9% | +6.2% | +3.0% |
| 6M | +15.7% | -0.8% | +16.5% | +14.2% |
| YTD | +8.6% | +5.6% | +3.0% | +4.1% |
| 1Y | +14.1% | +7.7% | +6.3% | +8.0% |
| All | +85.8% | +47.5% | +38.3% | +53.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling