-20.8%
STRL vs HUBB
-2.3%
-18.4%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | +0.7% |
| 7D | +23.4% | +4.6% | +18.9% | +17.6% |
| 30D | -39.5% | -8.4% | -31.2% | -32.3% |
| 3M | -45.1% | -14.3% | -30.7% | -33.8% |
| 6M | -64.6% | -9.3% | -55.2% | -59.5% |
| YTD | -1.5% | -0.5% | -1.0% | -7.8% |
| 1Y | -20.8% | -2.1% | -18.6% | -23.7% |
| All | -20.8% | -2.3% | -18.4% | -23.7% |
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