-58.5%
HUBS vs CTAS
+67.2%
-125.7%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | 0.0% |
| 7D | -9.0% | +0.5% | -9.5% | -9.2% |
| 30D | +7.2% | -0.7% | +8.0% | +7.6% |
| 3M | +20.9% | +11.1% | +9.8% | +15.5% |
| 6M | -13.0% | +2.1% | -15.2% | -14.1% |
| YTD | -43.8% | +8.0% | -51.8% | -46.1% |
| 1Y | -54.6% | -0.5% | -54.2% | -54.8% |
| 3Y | -58.5% | +66.2% | -124.7% | -69.6% |
| All | -58.5% | +67.2% | -125.7% | -69.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling