-29.3%
STZ vs HUBB
+130.2%
-159.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.1% |
| 7D | -0.9% | +1.2% | -2.1% | -1.1% |
| 30D | +14.9% | -6.4% | +21.4% | +15.9% |
| 3M | +8.4% | -14.4% | +22.8% | +10.8% |
| 6M | +2.8% | -9.0% | +11.8% | +3.6% |
| YTD | +7.5% | +0.7% | +6.8% | +5.2% |
| 1Y | +12.5% | -0.3% | +12.8% | +10.3% |
| 3Y | -35.4% | +59.2% | -94.6% | -45.4% |
| 5Y | -29.3% | +130.2% | -159.5% | -48.5% |
| All | -29.3% | +130.2% | -159.5% | -48.5% |
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