+227.4%
HUT vs CTAS
+0.1%
+227.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.2% | -3.4% | -3.7% |
| 7D | +18.9% | +1.0% | +17.9% | +19.6% |
| 30D | +12.0% | -1.1% | +13.0% | +11.1% |
| 3M | -14.9% | +11.5% | -26.4% | -10.7% |
| 6M | +96.8% | +0.2% | +96.6% | +91.6% |
| YTD | +108.8% | +7.2% | +101.6% | +116.4% |
| 1Y | +227.4% | 0.0% | +227.4% | +229.7% |
| All | +227.4% | +0.1% | +227.2% | +229.7% |
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 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