+10,972.7%
STZ vs HUBB
+79,046.8%
-68,074.1%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.5% | -4.3% | -1.8% |
| 7D | +4.9% | +1.7% | +3.2% | +4.9% |
| 30D | +20.9% | -9.7% | +30.5% | +21.0% |
| 3M | +8.0% | -15.2% | +23.1% | +8.1% |
| 6M | -5.3% | -14.0% | +8.7% | -5.2% |
| YTD | +5.9% | -2.4% | +8.4% | +5.9% |
| 1Y | +14.2% | -5.8% | +20.0% | +14.2% |
| 3Y | -37.0% | +60.4% | -97.4% | -37.3% |
| 5Y | -29.7% | +125.4% | -155.1% | -30.3% |
| 10Y | +5.2% | +409.7% | -404.6% | +3.6% |
| All | +10,972.7% | +79,046.8% | -68,074.1% | +11,091.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling