+907.2%
STRL vs HUBB
+129.4%
+777.7%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +2.8% | +12.1% | +12.2% |
| 7D | -13.3% | +1.8% | -15.2% | -13.5% |
| 30D | -43.3% | -6.9% | -36.5% | -38.5% |
| 3M | -46.9% | -13.8% | -33.0% | -37.7% |
| 6M | -65.6% | -9.8% | -55.8% | -61.2% |
| YTD | -5.1% | +0.3% | -5.4% | -3.4% |
| 1Y | -23.1% | -3.3% | -19.7% | -18.4% |
| 3Y | +346.8% | +61.0% | +285.8% | +235.9% |
| 5Y | +907.2% | +128.5% | +778.7% | +481.5% |
| All | +907.2% | +129.4% | +777.7% | +481.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling