+19,359.6%
STRL vs HUBB
+104,635.6%
-85,276.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.1% | +5.6% | +5.7% |
| 7D | +3.4% | +0.5% | +2.9% | +3.4% |
| 30D | -9.2% | -10.0% | +0.8% | -9.1% |
| 3M | -51.0% | -4.8% | -46.3% | -51.0% |
| 6M | +15.8% | -5.6% | +21.3% | +15.9% |
| YTD | +58.9% | +4.7% | +54.2% | +58.9% |
| 1Y | +68.5% | +6.7% | +61.8% | +68.5% |
| 3Y | +485.2% | +45.8% | +439.5% | +483.6% |
| 5Y | +2,005.1% | +145.9% | +1,859.2% | +1,985.6% |
| 10Y | +7,118.0% | +418.6% | +6,699.4% | +7,001.6% |
| All | +19,359.6% | +104,635.6% | -85,276.0% | +16,371.9% |
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