+1,411.3%
HUBB vs STLA
+152.6%
+1,258.7%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.1% | +4.8% | 0.0% |
| 7D | +4.6% | -13.1% | +17.6% | +7.5% |
| 30D | -8.4% | -13.3% | +4.9% | -6.1% |
| 3M | -14.3% | -27.9% | +13.5% | -9.2% |
| 6M | -9.3% | -47.8% | +38.5% | +2.3% |
| YTD | -0.5% | -64.6% | +64.0% | +19.9% |
| 1Y | -2.1% | -64.0% | +61.9% | +17.3% |
| 3Y | +57.2% | -76.8% | +134.1% | +101.2% |
| 5Y | +127.1% | -74.2% | +201.3% | +178.1% |
| 10Y | +385.7% | -5.4% | +391.1% | +368.9% |
| All | +1,411.3% | +152.6% | +1,258.7% | +1,279.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling