+376.9%
HUBB vs STLA
-4.1%
+381.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | +0.1% |
| 7D | +1.8% | -13.8% | +15.5% | +5.9% |
| 30D | -7.7% | -10.5% | +2.9% | -5.4% |
| 3M | -13.6% | -28.9% | +15.3% | -6.1% |
| 6M | -9.1% | -49.7% | +40.6% | +8.4% |
| YTD | -0.7% | -64.9% | +64.2% | +28.9% |
| 1Y | +1.1% | -64.0% | +65.1% | +29.8% |
| 3Y | +56.2% | -77.4% | +133.6% | +122.6% |
| 5Y | +126.6% | -74.4% | +201.0% | +199.1% |
| All | +376.9% | -4.1% | +381.0% | +344.2% |
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