+80.8%
STLD vs HUBB
+7.9%
+72.9%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -1.1% |
| 7D | +2.7% | +4.8% | -2.2% | +0.7% |
| 30D | -8.4% | -9.3% | +0.9% | -4.9% |
| 3M | -9.9% | -3.9% | -6.0% | -9.1% |
| 6M | +33.0% | -0.8% | +33.9% | +30.2% |
| YTD | +42.6% | +5.6% | +37.0% | +33.4% |
| 1Y | +80.8% | +7.7% | +73.0% | +64.4% |
| All | +80.8% | +7.9% | +72.9% | +64.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling