+1,407.8%
HUBB vs STLA
+150.0%
+1,257.9%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | 0.0% |
| 7D | +1.8% | -13.8% | +15.5% | +4.8% |
| 30D | -7.7% | -10.5% | +2.9% | -6.0% |
| 3M | -13.6% | -28.9% | +15.3% | -8.1% |
| 6M | -9.1% | -49.7% | +40.6% | +3.3% |
| YTD | -0.7% | -64.9% | +64.2% | +19.9% |
| 1Y | +1.1% | -64.0% | +65.1% | +21.2% |
| 3Y | +56.2% | -77.4% | +133.6% | +100.9% |
| 5Y | +126.6% | -74.4% | +201.0% | +178.1% |
| 10Y | +384.6% | -6.4% | +390.9% | +368.8% |
| All | +1,407.8% | +150.0% | +1,257.9% | +1,279.7% |
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