+77.9%
VUG vs HUBB
+57.0%
+20.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | +2.5% | +1.8% | +0.8% | +1.9% |
| 30D | -6.3% | -7.7% | +1.4% | -3.7% |
| 3M | -6.0% | -13.6% | +7.5% | -1.3% |
| 6M | -3.5% | -9.1% | +5.6% | -1.3% |
| YTD | +3.9% | -0.7% | +4.7% | +1.5% |
| 1Y | +5.1% | +1.1% | +4.0% | +1.8% |
| 3Y | +77.9% | +56.2% | +21.7% | +48.8% |
| All | +77.9% | +57.0% | +20.8% | +48.8% |
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