+264.3%
STT vs HUBB
+446.9%
-182.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.8% | -0.7% | 0.0% |
| 7D | -0.4% | -0.1% | -0.4% | -0.4% |
| 30D | +1.7% | -10.0% | +11.7% | +8.2% |
| 3M | +17.9% | -1.6% | +19.5% | +17.5% |
| 6M | +55.3% | -3.1% | +58.4% | +54.4% |
| YTD | +52.7% | +4.6% | +48.1% | +43.8% |
| 1Y | +75.7% | +3.3% | +72.3% | +65.8% |
| 3Y | +197.9% | +46.6% | +151.3% | +108.9% |
| 5Y | +158.8% | +158.7% | +0.1% | +13.5% |
| All | +264.3% | +446.9% | -182.6% | -7.5% |
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 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