-66.7%
HUBS vs STLD
+284.4%
-351.1%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.5% | -1.4% | -2.5% |
| 7D | -12.4% | -3.6% | -8.7% | -11.5% |
| 30D | +1.4% | -10.1% | +11.5% | +3.9% |
| 3M | +16.0% | -11.4% | +27.4% | +18.9% |
| 6M | -17.0% | +30.8% | -47.8% | -25.0% |
| YTD | -44.3% | +40.7% | -85.0% | -51.7% |
| 1Y | -54.3% | +80.8% | -135.1% | -64.0% |
| 3Y | -58.4% | +140.2% | -198.5% | -71.2% |
| 5Y | -66.7% | +288.5% | -355.1% | -81.3% |
| All | -66.7% | +284.4% | -351.1% | -81.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling