-66.4%
HUBS vs STLA
-62.8%
-3.5%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.3% | -1.5% | 0.0% |
| 7D | -9.0% | -2.9% | -6.1% | -8.1% |
| 30D | +7.2% | +0.9% | +6.3% | +6.9% |
| 3M | +20.9% | -21.6% | +42.5% | +30.5% |
| 6M | -13.0% | -21.6% | +8.6% | -8.1% |
| YTD | -43.8% | -50.4% | +6.6% | -31.3% |
| 1Y | -54.6% | -43.6% | -11.1% | -48.2% |
| 3Y | -58.5% | -66.4% | +7.9% | -45.3% |
| All | -66.4% | -62.8% | -3.5% | -64.5% |
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