+61.1%
VZ vs HUBB
+430.1%
-369.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.3% | +0.4% |
| 7D | +0.2% | +4.8% | -4.6% | -0.3% |
| 30D | +7.1% | -9.3% | +16.4% | +8.3% |
| 3M | +12.8% | -3.9% | +16.7% | +12.9% |
| 6M | +1.8% | -0.8% | +2.6% | +1.2% |
| YTD | +30.0% | +5.6% | +24.4% | +27.7% |
| 1Y | +24.3% | +7.7% | +16.6% | +21.6% |
| 3Y | +84.3% | +47.5% | +36.8% | +67.2% |
| 5Y | +25.9% | +153.7% | -127.7% | +0.3% |
| 10Y | +61.1% | +433.0% | -372.0% | +6.8% |
| All | +61.1% | +430.1% | -369.0% | +6.8% |
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 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