-25.9%
STRL vs HUBB
-4.0%
-21.8%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | -2.5% | -19.0% | -18.7% |
| 7D | -27.1% | +0.2% | -27.3% | -26.5% |
| 30D | -45.8% | -8.8% | -37.0% | -39.4% |
| 3M | -47.6% | -12.5% | -35.2% | -38.8% |
| 6M | -46.4% | -14.5% | -31.9% | -35.9% |
| YTD | -7.4% | -0.4% | -6.9% | -14.1% |
| 1Y | -25.9% | -3.4% | -22.4% | -27.3% |
| All | -25.9% | -4.0% | -21.8% | -27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 HUBB 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