-54.1%
HUBS vs STLD
+59.7%
-113.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -3.0% | -1.2% | -5.0% |
| 7D | -13.0% | -3.9% | -9.0% | -13.9% |
| 30D | -1.8% | -0.4% | -1.4% | -1.7% |
| 3M | -13.0% | -9.2% | -3.8% | -15.1% |
| 6M | -12.4% | +5.0% | -17.4% | -9.5% |
| YTD | -46.0% | +42.8% | -88.8% | -39.8% |
| 1Y | -54.1% | +60.1% | -114.2% | -53.2% |
| All | -54.1% | +59.7% | -113.8% | -53.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 1y: compounded portfolio wealth divided by compounded STLD 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…
1y analysis · Full analysis span regression · 6 months rolling