+109.6%
CTAS vs HUBB
+148.7%
-39.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | +0.3% |
| 7D | +1.0% | +1.1% | -0.1% | +0.7% |
| 30D | -1.1% | -9.6% | +8.5% | +1.6% |
| 3M | +11.5% | -6.2% | +17.7% | +12.5% |
| 6M | +0.2% | -6.2% | +6.3% | +0.4% |
| YTD | +7.2% | +3.4% | +3.8% | +3.4% |
| 1Y | 0.0% | +5.3% | -5.3% | -4.6% |
| 3Y | +65.9% | +44.4% | +21.6% | +34.6% |
| 5Y | +109.6% | +152.4% | -42.8% | +25.2% |
| All | +109.6% | +148.7% | -39.1% | +25.2% |
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