+9,818.1%
STZ vs HUBB
+84,809.8%
-74,991.7%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | -1.9% | +0.5% | -2.5% | -1.9% |
| 30D | -1.9% | -10.0% | +8.1% | -1.8% |
| 3M | -6.2% | -4.8% | -1.5% | -6.2% |
| 6M | -14.0% | -5.6% | -8.5% | -14.0% |
| YTD | -5.1% | +4.7% | -9.8% | -5.2% |
| 1Y | -9.6% | +6.7% | -16.2% | -9.7% |
| 3Y | -47.2% | +45.8% | -93.0% | -47.5% |
| 5Y | -33.6% | +145.9% | -179.5% | -34.2% |
| 10Y | -9.8% | +418.6% | -428.4% | -11.1% |
| All | +9,818.1% | +84,809.8% | -74,991.7% | +9,919.2% |
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 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