+183.3%
CAT vs HAL
+41.5%
+141.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.0% |
| 7D | -10.3% | -12.0% | +1.7% | -6.0% |
| 30D | -31.2% | +0.3% | -31.5% | -31.3% |
| 3M | -34.7% | -1.6% | -33.1% | -34.6% |
| 6M | -39.5% | -20.5% | -19.0% | -34.8% |
| YTD | -1.7% | +14.2% | -15.9% | -8.5% |
| 1Y | -1.1% | +18.9% | -20.0% | -9.6% |
| 3Y | +143.9% | -13.7% | +157.6% | +145.3% |
| All | +183.3% | +41.5% | +141.8% | +126.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling