+453.2%
HUT vs CTAS
+406.9%
+46.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | 0.0% | +6.3% | +6.3% |
| 7D | +28.3% | 0.0% | +28.3% | +28.3% |
| 30D | +12.3% | -1.0% | +13.3% | +13.0% |
| 3M | -16.8% | +15.8% | -32.6% | -27.8% |
| 6M | +111.4% | -1.0% | +112.4% | +105.3% |
| YTD | +116.6% | +7.4% | +109.1% | +96.1% |
| 1Y | +290.5% | -0.1% | +290.6% | +270.1% |
| 3Y | +792.3% | +66.3% | +726.0% | +453.5% |
| 5Y | +94.1% | +111.0% | -16.8% | +4.5% |
| All | +453.2% | +406.9% | +46.3% | +113.7% |
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