+7,970.4%
STLD vs HUBB
+2,236.5%
+5,733.9%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.9% | +4.6% | +4.4% |
| 7D | -4.7% | -2.6% | -2.1% | -2.8% |
| 30D | -0.9% | -7.7% | +6.7% | +4.4% |
| 3M | -11.9% | -13.0% | +1.1% | -3.2% |
| 6M | +0.9% | -10.6% | +11.5% | +7.0% |
| YTD | +40.4% | -0.6% | +41.0% | +35.7% |
| 1Y | +56.6% | -4.1% | +60.7% | +55.0% |
| 3Y | +125.5% | +57.2% | +68.3% | +46.7% |
| 5Y | +292.8% | +127.2% | +165.7% | +85.2% |
| 10Y | +787.1% | +386.2% | +400.9% | +133.0% |
| All | +7,970.4% | +2,236.5% | +5,733.9% | +640.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling