+539.9%
STRL vs HUBB
+48.8%
+491.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.9% | +2.4% | +2.3% |
| 7D | +10.1% | +4.8% | +5.3% | +4.6% |
| 30D | -8.2% | -9.3% | +1.1% | +2.2% |
| 3M | -43.7% | -3.9% | -39.8% | -41.2% |
| 6M | +27.1% | -0.8% | +27.9% | +26.5% |
| YTD | +64.0% | +5.6% | +58.4% | +53.0% |
| 1Y | +75.2% | +7.7% | +67.4% | +61.9% |
| 3Y | +539.9% | +47.5% | +492.5% | +383.0% |
| All | +539.9% | +48.8% | +491.1% | +383.0% |
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