+6,565.3%
STT vs HUBB
+144,634.4%
-138,069.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | +4.8% | +1.8% | +3.0% | +4.7% |
| 30D | +3.9% | -7.7% | +11.6% | +4.1% |
| 3M | -8.2% | -13.6% | +5.4% | -7.9% |
| 6M | +15.6% | -9.1% | +24.7% | +15.8% |
| YTD | +37.6% | -0.7% | +38.4% | +37.6% |
| 1Y | +50.1% | +1.1% | +49.1% | +50.0% |
| 3Y | +183.1% | +56.2% | +126.9% | +180.8% |
| 5Y | +104.8% | +126.6% | -21.8% | +102.0% |
| 10Y | +201.9% | +384.6% | -182.7% | +195.1% |
| All | +6,565.3% | +144,634.4% | -138,069.1% | +7,044.6% |
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