+1,144.9%
STX vs HUBB
+154.5%
+990.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.9% | +5.6% | +6.0% |
| 7D | +10.7% | +4.8% | +5.9% | +7.6% |
| 30D | +11.3% | -9.3% | +20.6% | +18.2% |
| 3M | +3.2% | -3.9% | +7.1% | +6.3% |
| 6M | +157.0% | -0.8% | +157.8% | +159.7% |
| YTD | +229.2% | +5.6% | +223.6% | +223.8% |
| 1Y | +381.8% | +7.7% | +374.1% | +371.0% |
| 3Y | +1,383.2% | +47.5% | +1,335.7% | +1,108.1% |
| 5Y | +1,144.9% | +153.7% | +991.2% | +617.1% |
| All | +1,144.9% | +154.5% | +990.4% | +617.1% |
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