+1,245.4%
VUG vs HUBB
+1,879.2%
-633.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.2% | -0.8% |
| 7D | +0.9% | +4.8% | -4.0% | -1.3% |
| 30D | -1.4% | -9.3% | +7.9% | +2.8% |
| 3M | +2.3% | -3.9% | +6.2% | +3.3% |
| 6M | +15.7% | -0.8% | +16.5% | +14.3% |
| YTD | +8.6% | +5.6% | +3.0% | +3.8% |
| 1Y | +14.1% | +7.7% | +6.3% | +7.5% |
| 3Y | +87.9% | +47.5% | +40.4% | +48.7% |
| 5Y | +76.3% | +153.7% | -77.4% | +5.7% |
| 10Y | +409.7% | +433.0% | -23.4% | +103.5% |
| All | +1,245.4% | +1,879.2% | -633.8% | +160.5% |
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