+96.3%
CAT vs HAL
+70.0%
+26.3%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.8% | +1.2% |
| 7D | +5.6% | +0.5% | +5.1% | +5.5% |
| 30D | -2.3% | +15.9% | -18.3% | -4.6% |
| 3M | -10.0% | -8.7% | -1.3% | -9.1% |
| 6M | +21.2% | +9.0% | +12.2% | +18.1% |
| YTD | +44.4% | +32.0% | +12.4% | +37.0% |
| 1Y | +96.3% | +72.5% | +23.8% | +91.6% |
| All | +96.3% | +70.0% | +26.3% | +91.6% |
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