+12.5%
STZ vs HUBB
+389.2%
-376.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.3% |
| 7D | +5.3% | -2.6% | +7.9% | +6.1% |
| 30D | +19.6% | -7.7% | +27.3% | +22.1% |
| 3M | +10.0% | -13.0% | +23.0% | +14.1% |
| 6M | -0.3% | -10.6% | +10.3% | +1.8% |
| YTD | +8.6% | -0.6% | +9.1% | +5.4% |
| 1Y | +16.6% | -4.1% | +20.7% | +14.5% |
| 3Y | -34.8% | +57.2% | -91.9% | -49.6% |
| 5Y | -27.8% | +127.2% | -155.0% | -54.4% |
| 10Y | +12.5% | +386.2% | -373.7% | -47.0% |
| All | +12.5% | +389.2% | -376.7% | -47.0% |
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