+467.2%
HUT vs CTAS
+74.7%
+392.4%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.3% | -6.8% | -7.1% |
| 7D | +9.3% | +2.0% | +7.4% | +9.2% |
| 30D | -23.1% | +8.7% | -31.8% | -24.4% |
| 3M | -30.6% | +13.3% | -43.9% | -32.4% |
| 6M | -46.9% | +39.4% | -86.2% | -53.7% |
| YTD | +25.3% | +21.5% | +3.8% | +16.6% |
| 1Y | +59.8% | +21.9% | +37.9% | +48.3% |
| 3Y | +467.2% | +73.6% | +393.5% | +455.4% |
| All | +467.2% | +74.7% | +392.4% | +455.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling