+8.9%
CAT vs HAL
+25.6%
-16.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -3.1% | -2.1% | -4.6% |
| 7D | -17.1% | -7.7% | -9.4% | -15.8% |
| 30D | -30.1% | +0.7% | -30.8% | -30.2% |
| 3M | -32.4% | +2.5% | -34.8% | -32.8% |
| 6M | -32.1% | -20.7% | -11.4% | -29.4% |
| YTD | +4.1% | +18.4% | -14.3% | -4.7% |
| 1Y | +8.9% | +25.6% | -16.7% | -0.1% |
| All | +8.9% | +25.6% | -16.7% | -0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HAL.
Daily Out/Under-Performance
Portfolio return minus HAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAL 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 HAL 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