+642.7%
HUBS vs CTAS
+1,191.1%
-548.4%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.8% | -2.1% | -2.3% |
| 7D | -12.4% | -1.3% | -11.1% | -11.5% |
| 30D | +1.4% | -3.1% | +4.5% | +3.9% |
| 3M | +16.0% | +10.3% | +5.7% | +7.8% |
| 6M | -17.0% | +1.6% | -18.6% | -18.5% |
| YTD | -44.3% | +6.3% | -50.6% | -47.4% |
| 1Y | -54.3% | -0.5% | -53.8% | -54.7% |
| 3Y | -58.4% | +64.6% | -123.0% | -73.7% |
| 5Y | -66.7% | +106.0% | -172.7% | -81.8% |
| 10Y | +315.9% | +677.5% | -361.6% | -15.8% |
| All | +642.7% | +1,191.1% | -548.4% | +14.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling