+160.5%
CAT vs HAL
-8.6%
+169.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.8% |
| 7D | +9.3% | +2.6% | +6.7% | +8.4% |
| 30D | -21.5% | -0.1% | -21.4% | -21.5% |
| 3M | -29.1% | -1.1% | -28.0% | -29.0% |
| 6M | -33.4% | -20.7% | -12.6% | -28.3% |
| YTD | +6.6% | +17.5% | -11.0% | -2.3% |
| 1Y | +6.5% | +24.1% | -17.6% | -4.5% |
| All | +160.5% | -8.6% | +169.1% | +162.5% |
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