-46.7%
HUBS vs STLD
+89.3%
-135.9%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.6% | -1.3% | -3.3% |
| 7D | -5.0% | +3.1% | -8.2% | -4.4% |
| 30D | -1.0% | -9.0% | +7.9% | -2.4% |
| 3M | +12.4% | -12.4% | +24.7% | +10.4% |
| 6M | -11.1% | +25.5% | -36.6% | -7.5% |
| YTD | -38.3% | +43.6% | -81.9% | -37.0% |
| 1Y | -46.7% | +87.2% | -133.9% | -49.4% |
| All | -46.7% | +89.3% | -135.9% | -49.4% |
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