+815.5%
CTAS vs HUBB
+381.1%
+434.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | +2.0% | +1.8% | +0.2% | +1.2% |
| 30D | +8.7% | -7.7% | +16.4% | +12.3% |
| 3M | +13.3% | -13.6% | +26.8% | +20.2% |
| 6M | +39.4% | -9.1% | +48.5% | +42.2% |
| YTD | +21.5% | -0.7% | +22.2% | +16.8% |
| 1Y | +21.9% | +1.1% | +20.8% | +15.9% |
| 3Y | +73.6% | +56.2% | +17.5% | +22.2% |
| 5Y | +116.2% | +126.6% | -10.4% | +15.8% |
| All | +815.5% | +381.1% | +434.4% | +207.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling