+12,054.0%
STRL vs HUBB
+100,716.5%
-88,662.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.3% | +3.6% | +4.9% |
| 7D | +7.1% | +1.2% | +5.9% | +7.1% |
| 30D | -39.4% | -6.4% | -32.9% | -39.3% |
| 3M | -43.0% | -14.4% | -28.6% | -42.8% |
| 6M | -65.0% | -9.0% | -56.0% | -64.9% |
| YTD | -0.8% | +0.7% | -1.5% | -0.7% |
| 1Y | -20.3% | -0.3% | -20.0% | -20.2% |
| 3Y | +356.5% | +59.2% | +297.3% | +354.9% |
| 5Y | +952.8% | +130.2% | +822.6% | +944.6% |
| 10Y | +3,877.1% | +391.8% | +3,485.3% | +3,817.8% |
| All | +12,054.0% | +100,716.5% | -88,662.5% | +10,199.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling