+23,259.8%
CTAS vs HUBB
+152,497.5%
-129,237.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -1.8% | +0.5% | -2.4% | -1.8% |
| 30D | -0.2% | -10.0% | +9.8% | -0.1% |
| 3M | +11.7% | -4.8% | +16.5% | +11.7% |
| 6M | +0.7% | -5.6% | +6.3% | +0.7% |
| YTD | +7.4% | +4.7% | +2.7% | +7.3% |
| 1Y | -2.1% | +6.7% | -8.8% | -2.3% |
| 3Y | +62.9% | +45.8% | +17.2% | +62.0% |
| 5Y | +111.9% | +145.9% | -34.0% | +109.3% |
| 10Y | +652.2% | +418.6% | +233.6% | +637.9% |
| All | +23,259.8% | +152,497.5% | -129,237.8% | +20,674.1% |
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 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