-66.4%
HUBS vs STZ
-37.6%
-28.8%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +1.0% |
| 7D | -9.0% | -4.5% | -4.5% | -8.1% |
| 30D | +7.2% | -8.6% | +15.8% | +9.3% |
| 3M | +20.9% | -13.8% | +34.6% | +24.5% |
| 6M | -13.0% | -17.2% | +4.1% | -10.3% |
| YTD | -43.8% | -9.4% | -34.5% | -44.6% |
| 1Y | -54.6% | -11.9% | -42.8% | -54.9% |
| 3Y | -58.5% | -49.6% | -8.9% | -49.7% |
| All | -66.4% | -37.6% | -28.8% | -63.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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