+3,476.8%
STX vs HUBB
+437.4%
+3,039.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.1% | -2.3% |
| 7D | +8.0% | -1.7% | +9.7% | +9.1% |
| 30D | +5.1% | -12.7% | +17.8% | +13.9% |
| 3M | +5.8% | -2.9% | +8.7% | +8.2% |
| 6M | +124.9% | -4.8% | +129.7% | +132.6% |
| YTD | +213.9% | +2.8% | +211.1% | +213.2% |
| 1Y | +350.4% | +3.5% | +346.9% | +349.1% |
| 3Y | +1,314.2% | +43.5% | +1,270.7% | +1,049.8% |
| 5Y | +1,092.8% | +154.2% | +938.6% | +586.7% |
| All | +3,476.8% | +437.4% | +3,039.4% | +1,141.8% |
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 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