-58.8%
HUBS vs STRL
+513.3%
-572.1%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.1% | -0.8% | -2.9% |
| 7D | -12.4% | +5.4% | -17.8% | -12.3% |
| 30D | +1.4% | -9.0% | +10.4% | +1.3% |
| 3M | +16.0% | -37.1% | +53.0% | +16.5% |
| 6M | -17.0% | +17.8% | -34.8% | -23.7% |
| YTD | -44.3% | +58.3% | -102.6% | -51.9% |
| 1Y | -54.3% | +61.0% | -115.3% | -61.2% |
| All | -58.8% | +513.3% | -572.1% | -74.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling