-46.8%
STZ vs HUBB
+46.3%
-93.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | -1.9% | +0.5% | -2.5% | -2.0% |
| 30D | -1.9% | -10.0% | +8.1% | -1.1% |
| 3M | -6.2% | -4.8% | -1.5% | -6.1% |
| 6M | -14.0% | -5.6% | -8.5% | -14.1% |
| YTD | -5.1% | +4.7% | -9.8% | -6.8% |
| 1Y | -9.6% | +6.7% | -16.2% | -11.6% |
| All | -46.8% | +46.3% | -93.1% | -51.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling