+1.1%
STZ vs HUBB
+402.2%
-401.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.5% | -4.3% | -2.6% |
| 7D | +4.9% | +1.7% | +3.2% | +4.2% |
| 30D | +20.9% | -9.7% | +30.5% | +24.2% |
| 3M | +8.0% | -15.2% | +23.1% | +12.9% |
| 6M | -5.3% | -14.0% | +8.7% | -2.2% |
| YTD | +5.9% | -2.4% | +8.4% | +3.4% |
| 1Y | +14.2% | -5.8% | +20.0% | +12.7% |
| 3Y | -37.0% | +60.4% | -97.4% | -51.7% |
| 5Y | -29.7% | +125.4% | -155.1% | -55.4% |
| All | +1.1% | +402.2% | -401.0% | -42.8% |
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