+65.5%
VZ vs HUBB
+413.4%
-347.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.8% | -2.0% | +0.5% |
| 7D | +2.2% | +1.8% | +0.4% | +2.0% |
| 30D | +10.6% | -6.9% | +17.5% | +11.3% |
| 3M | -0.6% | -13.8% | +13.2% | +0.8% |
| 6M | +0.7% | -9.8% | +10.6% | +1.4% |
| YTD | +20.6% | +0.3% | +20.3% | +19.0% |
| 1Y | +22.7% | -3.3% | +26.1% | +21.6% |
| 3Y | +57.2% | +61.0% | -3.8% | +39.7% |
| 5Y | +21.4% | +128.5% | -107.1% | -1.5% |
| 10Y | +65.5% | +398.9% | -333.4% | +21.2% |
| All | +65.5% | +413.4% | -347.9% | +21.2% |
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