+21.1%
STM vs HUBB
+148.7%
-127.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | +0.6% |
| 7D | +1.7% | +1.1% | +0.6% | +0.9% |
| 30D | -5.2% | -9.6% | +4.5% | +1.6% |
| 3M | -29.6% | -6.2% | -23.4% | -26.4% |
| 6M | +54.4% | -6.2% | +60.5% | +60.8% |
| YTD | +99.5% | +3.4% | +96.2% | +95.0% |
| 1Y | +100.8% | +5.3% | +95.4% | +92.5% |
| 3Y | +20.2% | +44.4% | -24.2% | -10.5% |
| 5Y | +21.1% | +152.4% | -131.2% | -45.8% |
| All | +21.1% | +148.7% | -127.5% | -45.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling