+444.1%
STM vs HUBB
+389.2%
+54.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.2% | +1.0% |
| 7D | -7.9% | -2.6% | -5.4% | -5.8% |
| 30D | -14.1% | -7.7% | -6.5% | -9.1% |
| 3M | -17.6% | -13.0% | -4.6% | -8.9% |
| 6M | -24.2% | -10.6% | -13.7% | -17.6% |
| YTD | +73.3% | -0.6% | +73.9% | +74.4% |
| 1Y | +90.1% | -4.1% | +94.2% | +95.7% |
| 3Y | +10.3% | +57.2% | -46.8% | -22.1% |
| 5Y | -5.7% | +127.2% | -132.9% | -50.3% |
| 10Y | +444.1% | +386.2% | +57.9% | +74.3% |
| All | +444.1% | +389.2% | +54.9% | +74.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling