+265.3%
HUT vs CTAS
-1.7%
+267.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.3% | +6.5% | +6.0% |
| 7D | +17.8% | -1.8% | +19.6% | +16.2% |
| 30D | +0.8% | -0.2% | +1.0% | +0.7% |
| 3M | -26.8% | +11.7% | -38.5% | -22.8% |
| 6M | +72.6% | +0.7% | +71.9% | +69.0% |
| YTD | +103.6% | +7.4% | +96.2% | +111.5% |
| 1Y | +265.3% | -2.1% | +267.4% | +263.6% |
| All | +265.3% | -1.7% | +267.0% | +263.6% |
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 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