-54.1%
HUBS vs STRL
-30.1%
-24.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -21.5% | +17.2% | -8.2% |
| 7D | -13.0% | -27.1% | +14.1% | -17.8% |
| 30D | -1.8% | -45.8% | +44.0% | -12.2% |
| 3M | -13.0% | -47.6% | +34.7% | -22.1% |
| 6M | -12.4% | -46.4% | +34.0% | -21.5% |
| YTD | -46.0% | -7.4% | -38.6% | -49.1% |
| 1Y | -54.1% | -25.9% | -28.2% | -55.8% |
| All | -54.1% | -30.1% | -24.0% | -55.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 1y: compounded portfolio wealth divided by compounded STRL 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…
1y analysis · Full analysis span regression · 6 months rolling