-54.1%
HUBS vs CTAS
+25.6%
-79.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +2.4% | -6.6% | -5.4% |
| 7D | -13.0% | +7.6% | -20.6% | -16.4% |
| 30D | -1.8% | +17.2% | -19.0% | -9.1% |
| 3M | -13.0% | +12.8% | -25.7% | -18.1% |
| 6M | -12.4% | +38.0% | -50.4% | -22.5% |
| YTD | -46.0% | +22.7% | -68.7% | -52.8% |
| 1Y | -54.1% | +25.6% | -79.7% | -61.0% |
| All | -54.1% | +25.6% | -79.7% | -61.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 1y: compounded portfolio wealth divided by compounded CTAS 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…
1y analysis · Full analysis span regression · 6 months rolling