+152.4%
HUBB vs STLA
-63.2%
+215.5%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.9% | -0.2% | -1.7% |
| 7D | +1.1% | +0.4% | +0.7% | +1.0% |
| 30D | -9.6% | -5.2% | -4.4% | -8.7% |
| 3M | -6.2% | -24.9% | +18.7% | -0.2% |
| 6M | -6.2% | -25.2% | +19.0% | -0.4% |
| YTD | +3.4% | -51.4% | +54.8% | +20.2% |
| 1Y | +5.3% | -40.7% | +46.0% | +14.7% |
| 3Y | +44.4% | -66.3% | +110.6% | +78.5% |
| 5Y | +152.4% | -63.2% | +215.6% | +189.1% |
| All | +152.4% | -63.2% | +215.5% | +189.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling