+1,126.0%
CAT vs HAL
+1.7%
+1,124.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.8% | +1.3% |
| 7D | +5.6% | +0.5% | +5.1% | +5.4% |
| 30D | -2.3% | +15.9% | -18.3% | -7.6% |
| 3M | -10.0% | -8.7% | -1.3% | -7.5% |
| 6M | +21.2% | +9.0% | +12.2% | +16.0% |
| YTD | +44.4% | +32.0% | +12.4% | +28.5% |
| 1Y | +96.3% | +72.5% | +23.8% | +56.7% |
| 3Y | +203.9% | -4.5% | +208.5% | +194.9% |
| 5Y | +333.5% | +109.7% | +223.8% | +203.5% |
| 10Y | +1,126.0% | +1.2% | +1,124.8% | +900.8% |
| All | +1,126.0% | +1.7% | +1,124.4% | +900.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling