+642.7%
HUBS vs STRL
+6,330.5%
-5,687.8%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.1% | -0.8% | -2.6% |
| 7D | -12.4% | +5.4% | -17.8% | -12.9% |
| 30D | +1.4% | -9.0% | +10.4% | +2.1% |
| 3M | +16.0% | -37.1% | +53.0% | +20.0% |
| 6M | -17.0% | +17.8% | -34.8% | -25.3% |
| YTD | -44.3% | +58.3% | -102.6% | -53.1% |
| 1Y | -54.3% | +61.0% | -115.3% | -62.1% |
| 3Y | -58.4% | +517.8% | -576.2% | -74.5% |
| 5Y | -66.7% | +2,119.0% | -2,185.7% | -83.9% |
| 10Y | +315.9% | +7,147.5% | -6,831.6% | +66.0% |
| All | +642.7% | +6,330.5% | -5,687.8% | +200.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling