+26,323.0%
CTAS vs HUBB
+144,634.5%
-118,311.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | +2.0% | +1.8% | +0.2% | +2.0% |
| 30D | +8.7% | -7.7% | +16.4% | +8.8% |
| 3M | +13.3% | -13.6% | +26.8% | +13.5% |
| 6M | +39.4% | -9.1% | +48.5% | +39.5% |
| YTD | +21.5% | -0.7% | +22.2% | +21.4% |
| 1Y | +21.9% | +1.1% | +20.8% | +21.8% |
| 3Y | +73.6% | +56.2% | +17.5% | +72.5% |
| 5Y | +116.2% | +126.6% | -10.4% | +113.8% |
| 10Y | +818.2% | +384.6% | +433.6% | +801.3% |
| All | +26,323.0% | +144,634.5% | -118,311.5% | +23,411.6% |
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