+125.5%
STLD vs HUBB
+58.5%
+67.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.9% | +4.6% | +4.2% |
| 7D | -4.7% | -2.6% | -2.1% | -3.4% |
| 30D | -0.9% | -7.7% | +6.7% | +2.6% |
| 3M | -11.9% | -13.0% | +1.1% | -6.1% |
| 6M | +0.9% | -10.6% | +11.5% | +5.2% |
| YTD | +40.4% | -0.6% | +41.0% | +36.8% |
| 1Y | +56.6% | -4.1% | +60.7% | +55.3% |
| 3Y | +125.5% | +57.2% | +68.3% | +77.1% |
| All | +125.5% | +58.5% | +67.0% | +77.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling