+664.8%
HUBS vs STLA
+68.2%
+596.5%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.9% | -2.4% | -3.6% |
| 7D | -6.2% | +0.4% | -6.6% | -6.3% |
| 30D | +6.6% | -5.2% | +11.8% | +8.6% |
| 3M | +16.4% | -24.9% | +41.3% | +28.0% |
| 6M | -19.7% | -25.2% | +5.4% | -13.2% |
| YTD | -42.6% | -51.4% | +8.8% | -29.2% |
| 1Y | -54.2% | -40.7% | -13.5% | -48.3% |
| 3Y | -57.1% | -66.3% | +9.1% | -43.3% |
| 5Y | -66.2% | -63.2% | -3.0% | -57.9% |
| 10Y | +328.3% | +48.7% | +279.5% | +196.7% |
| All | +664.8% | +68.2% | +596.5% | +416.3% |
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