+722.6%
HUBS vs STLD
+1,341.0%
-618.4%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.6% | -1.3% | -2.4% |
| 7D | -5.0% | +3.1% | -8.2% | -6.1% |
| 30D | -1.0% | -9.0% | +7.9% | +1.6% |
| 3M | +12.4% | -12.4% | +24.7% | +16.1% |
| 6M | -11.1% | +25.5% | -36.6% | -19.7% |
| YTD | -38.3% | +43.6% | -81.9% | -47.7% |
| 1Y | -46.7% | +87.2% | -133.9% | -59.1% |
| 3Y | -55.1% | +135.2% | -190.3% | -69.2% |
| 5Y | -64.8% | +290.9% | -355.7% | -80.8% |
| 10Y | +334.3% | +1,113.5% | -779.1% | +28.6% |
| All | +722.6% | +1,341.0% | -618.4% | +116.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling