+428.6%
HUBB vs STLA
+51.6%
+376.9%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | -1.7% | -3.8% | +2.1% | -0.6% |
| 30D | -12.7% | -3.1% | -9.5% | -12.1% |
| 3M | -2.9% | -19.6% | +16.7% | +2.4% |
| 6M | -4.8% | -23.5% | +18.7% | +1.5% |
| YTD | +2.8% | -51.5% | +54.3% | +22.7% |
| 1Y | +3.5% | -39.7% | +43.2% | +14.3% |
| 3Y | +43.5% | -66.3% | +109.9% | +82.7% |
| 5Y | +154.2% | -63.1% | +217.3% | +203.6% |
| All | +428.6% | +51.6% | +376.9% | +330.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 10y: compounded portfolio wealth divided by compounded STLA 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…
10y analysis · Full analysis span regression · 6 months rolling