+346.8%
STRL vs HUBB
+61.5%
+285.4%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +2.8% | +12.1% | +11.7% |
| 7D | -13.3% | +1.8% | -15.2% | -13.6% |
| 30D | -43.3% | -6.9% | -36.5% | -37.8% |
| 3M | -46.9% | -13.8% | -33.0% | -36.2% |
| 6M | -65.6% | -9.8% | -55.8% | -60.6% |
| YTD | -5.1% | +0.3% | -5.4% | -4.8% |
| 1Y | -23.1% | -3.3% | -19.7% | -19.0% |
| 3Y | +346.8% | +61.0% | +285.8% | +228.0% |
| All | +346.8% | +61.5% | +285.4% | +228.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling