+1,122.7%
STLD vs HUBB
+427.3%
+695.4%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +1.6% |
| 7D | -2.8% | +1.1% | -3.9% | -3.6% |
| 30D | -10.4% | -9.6% | -0.8% | -4.0% |
| 3M | -10.6% | -6.2% | -4.4% | -7.9% |
| 6M | +32.7% | -6.2% | +38.8% | +35.4% |
| YTD | +42.8% | +3.4% | +39.5% | +35.1% |
| 1Y | +86.9% | +5.3% | +81.6% | +73.5% |
| 3Y | +143.8% | +44.4% | +99.5% | +68.8% |
| 5Y | +293.5% | +152.4% | +141.1% | +64.5% |
| 10Y | +1,122.7% | +437.0% | +685.6% | +161.2% |
| All | +1,122.7% | +427.3% | +695.4% | +161.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 10y: compounded portfolio wealth divided by compounded HUBB 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…
10y analysis · Full analysis span regression · 6 months rolling