+308.1%
HUBS vs CTAS
+687.6%
-379.5%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | -0.4% |
| 7D | -9.0% | +0.5% | -9.5% | -9.3% |
| 30D | +7.2% | -0.7% | +8.0% | +7.9% |
| 3M | +20.9% | +11.1% | +9.8% | +11.5% |
| 6M | -13.0% | +2.1% | -15.2% | -15.0% |
| YTD | -43.8% | +8.0% | -51.8% | -47.8% |
| 1Y | -54.6% | -0.5% | -54.2% | -55.1% |
| 3Y | -58.5% | +66.2% | -124.7% | -74.4% |
| 5Y | -66.4% | +109.2% | -175.6% | -82.3% |
| All | +308.1% | +687.6% | -379.5% | -30.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling