+201.7%
CAT vs HAL
-2.7%
+204.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.3% | +1.9% |
| 7D | +1.7% | +2.9% | -1.2% | +0.7% |
| 30D | -6.6% | +17.0% | -23.6% | -11.7% |
| 3M | -13.3% | -9.7% | -3.6% | -10.5% |
| 6M | +11.6% | +8.6% | +3.0% | +6.7% |
| YTD | +42.9% | +33.0% | +10.0% | +26.0% |
| 1Y | +95.4% | +68.3% | +27.1% | +55.4% |
| All | +201.7% | -2.7% | +204.4% | +192.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling