+2,285.7%
STM vs HUBB
+4,179.7%
-1,894.0%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.7% | +1.8% |
| 7D | +5.8% | +0.5% | +5.3% | +5.4% |
| 30D | -1.0% | -10.0% | +9.0% | +6.5% |
| 3M | -33.3% | -4.8% | -28.5% | -30.8% |
| 6M | +57.4% | -5.6% | +62.9% | +63.5% |
| YTD | +102.2% | +4.7% | +97.5% | +95.6% |
| 1Y | +99.6% | +6.7% | +92.9% | +89.2% |
| 3Y | +14.5% | +45.8% | -31.2% | -15.2% |
| 5Y | +21.4% | +145.9% | -124.6% | -38.5% |
| 10Y | +695.0% | +418.6% | +276.4% | +132.0% |
| All | +2,285.7% | +4,179.7% | -1,894.0% | +107.4% |
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