+20.9%
HUT vs CTAS
+22.8%
-1.9%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.4% | +7.9% | +8.6% |
| 7D | +3.7% | -0.7% | +4.4% | +3.8% |
| 30D | -32.3% | +10.3% | -42.6% | -27.1% |
| 3M | -35.6% | +10.2% | -45.8% | -30.8% |
| 6M | -42.1% | +34.4% | -76.5% | -34.5% |
| YTD | +24.1% | +19.6% | +4.6% | +41.4% |
| All | +20.9% | +22.8% | -1.9% | +40.2% |
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