+56.6%
STLD vs HUBB
-4.8%
+61.3%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.9% | +4.6% | +4.1% |
| 7D | -4.7% | -2.6% | -2.1% | -3.7% |
| 30D | -0.9% | -7.7% | +6.7% | +1.8% |
| 3M | -11.9% | -13.0% | +1.1% | -7.6% |
| 6M | +0.9% | -10.6% | +11.5% | +4.2% |
| YTD | +40.4% | -0.6% | +41.0% | +35.2% |
| 1Y | +56.6% | -4.1% | +60.7% | +53.3% |
| All | +56.6% | -4.8% | +61.3% | +53.3% |
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