+113.0%
VWO vs HUBB
+446.9%
-333.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.8% | -1.1% | +0.1% |
| 7D | -1.8% | -0.1% | -1.7% | -1.8% |
| 30D | -0.1% | -10.0% | +9.9% | +3.2% |
| 3M | +2.2% | -1.6% | +3.8% | +2.3% |
| 6M | +8.8% | -3.1% | +11.8% | +8.9% |
| YTD | +12.4% | +4.6% | +7.8% | +9.6% |
| 1Y | +15.6% | +3.3% | +12.2% | +12.8% |
| 3Y | +62.5% | +46.6% | +15.9% | +36.6% |
| 5Y | +34.3% | +158.7% | -124.4% | -11.8% |
| All | +113.0% | +446.9% | -333.9% | -1.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling