-32.8%
STZ vs HUBB
+147.2%
-180.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -0.3% |
| 3M | -6.2% | -4.8% | -1.5% | -5.9% |
| 6M | -14.0% | -5.6% | -8.5% | -13.9% |
| YTD | -5.1% | +4.7% | -9.8% | -7.4% |
| 1Y | -9.6% | +6.7% | -16.2% | -12.4% |
| 3Y | -47.2% | +45.8% | -93.0% | -53.9% |
| All | -32.8% | +147.2% | -180.0% | -51.0% |
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 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