+26,411.8%
CTAS vs HUBB
+144,965.7%
-118,553.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.4% | +0.1% |
| 7D | +0.5% | +4.6% | -4.1% | +0.4% |
| 30D | +10.2% | -8.4% | +18.6% | +10.4% |
| 3M | +12.1% | -14.3% | +26.4% | +12.3% |
| 6M | +38.3% | -9.3% | +47.6% | +38.4% |
| YTD | +21.9% | -0.5% | +22.4% | +21.8% |
| 1Y | +24.0% | -2.1% | +26.2% | +24.0% |
| 3Y | +75.1% | +57.2% | +17.9% | +73.9% |
| 5Y | +116.9% | +127.1% | -10.2% | +114.5% |
| 10Y | +821.3% | +385.7% | +435.6% | +804.3% |
| All | +26,411.8% | +144,965.7% | -118,553.9% | +23,489.9% |
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