-66.4%
HUBS vs STRL
+2,151.3%
-2,217.6%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.4% | -4.6% | +0.3% |
| 7D | -9.0% | +5.0% | -14.0% | -9.4% |
| 30D | +7.2% | -6.9% | +14.1% | +7.6% |
| 3M | +20.9% | -39.1% | +59.9% | +25.5% |
| 6M | -13.0% | +21.5% | -34.5% | -24.2% |
| YTD | -43.8% | +66.9% | -110.7% | -55.7% |
| 1Y | -54.6% | +61.6% | -116.3% | -64.6% |
| 3Y | -58.5% | +560.0% | -618.5% | -81.7% |
| All | -66.4% | +2,151.3% | -2,217.6% | -92.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling