+308.1%
HUBS vs STRL
+7,221.5%
-6,913.4%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.4% | -4.6% | +0.1% |
| 7D | -9.0% | +5.0% | -14.0% | -9.6% |
| 30D | +7.2% | -6.9% | +14.1% | +7.8% |
| 3M | +20.9% | -39.1% | +59.9% | +26.8% |
| 6M | -13.0% | +21.5% | -34.5% | -23.8% |
| YTD | -43.8% | +66.9% | -110.7% | -54.9% |
| 1Y | -54.6% | +61.6% | -116.3% | -63.8% |
| 3Y | -58.5% | +560.0% | -618.5% | -78.0% |
| 5Y | -66.4% | +2,238.9% | -2,305.3% | -87.2% |
| All | +308.1% | +7,221.5% | -6,913.4% | +11.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling