+3,786.6%
STRL vs HUBB
+382.2%
+3,404.4%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | +0.3% |
| 7D | +23.4% | +4.6% | +18.9% | +19.1% |
| 30D | -39.5% | -8.4% | -31.2% | -33.9% |
| 3M | -45.1% | -14.3% | -30.7% | -36.1% |
| 6M | -64.6% | -9.3% | -55.2% | -60.6% |
| YTD | -1.5% | -0.5% | -1.0% | +1.4% |
| 1Y | -20.8% | -2.1% | -18.6% | -16.8% |
| 3Y | +353.1% | +57.2% | +295.9% | +245.2% |
| 5Y | +942.9% | +127.1% | +815.7% | +490.3% |
| All | +3,786.6% | +382.2% | +3,404.4% | +1,305.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling