+8,153.7%
STLD vs HUBB
+2,358.9%
+5,794.8%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.7% |
| 7D | +3.1% | +0.5% | +2.6% | +2.7% |
| 30D | -9.0% | -10.0% | +1.0% | -1.8% |
| 3M | -12.4% | -4.8% | -7.6% | -10.6% |
| 6M | +25.5% | -5.6% | +31.1% | +27.7% |
| YTD | +43.6% | +4.7% | +39.0% | +34.7% |
| 1Y | +87.2% | +6.7% | +80.5% | +72.2% |
| 3Y | +135.2% | +45.8% | +89.5% | +62.3% |
| 5Y | +290.9% | +145.9% | +144.9% | +74.6% |
| 10Y | +1,113.5% | +418.6% | +694.9% | +206.8% |
| All | +8,153.7% | +2,358.9% | +5,794.8% | +634.5% |
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