-19.7%
HUBS vs STZ
-14.9%
-4.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.5% | -4.7% | -4.2% |
| 7D | -6.2% | -6.0% | -0.2% | -6.4% |
| 30D | +6.6% | -8.9% | +15.5% | +6.4% |
| 3M | +16.4% | -12.6% | +29.0% | +14.6% |
| 6M | -19.7% | -17.2% | -2.5% | -25.7% |
| All | -19.7% | -14.9% | -4.8% | -25.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling