+65.0%
CTAS vs HUBB
+44.4%
+20.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | +0.1% |
| 7D | +1.0% | +1.1% | -0.1% | +0.8% |
| 30D | -1.1% | -9.6% | +8.5% | +0.5% |
| 3M | +11.5% | -6.2% | +17.7% | +12.0% |
| 6M | +0.2% | -6.2% | +6.3% | +0.2% |
| YTD | +7.2% | +3.4% | +3.8% | +4.4% |
| 1Y | 0.0% | +5.3% | -5.3% | -3.4% |
| All | +65.0% | +44.4% | +20.6% | +46.1% |
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