+72.7%
STRL vs HUBB
+5.9%
+66.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | +0.9% |
| 7D | +8.2% | +1.1% | +7.1% | +6.9% |
| 30D | -6.3% | -9.6% | +3.3% | +4.7% |
| 3M | -41.2% | -6.2% | -35.0% | -36.8% |
| 6M | +20.4% | -6.2% | +26.5% | +24.0% |
| YTD | +61.7% | +3.4% | +58.3% | +45.2% |
| 1Y | +72.7% | +5.3% | +67.4% | +55.0% |
| All | +72.7% | +5.9% | +66.9% | +55.0% |
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