+19,008.0%
CAT vs HAL
+500.1%
+18,507.9%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +0.1% | +7.1% | +7.2% |
| 7D | -2.4% | -7.9% | +5.5% | 0.0% |
| 30D | -25.0% | -2.1% | -22.9% | -24.6% |
| 3M | -28.7% | +0.4% | -29.2% | -29.1% |
| 6M | -33.0% | -19.2% | -13.7% | -29.2% |
| YTD | +5.4% | +14.4% | -8.9% | 0.0% |
| 1Y | +7.3% | +18.0% | -10.7% | +0.7% |
| 3Y | +166.0% | -9.7% | +175.7% | +164.9% |
| 5Y | +210.1% | +40.1% | +170.0% | +163.9% |
| 10Y | +712.5% | -19.1% | +731.6% | +611.4% |
| All | +19,008.0% | +500.1% | +18,507.9% | +9,341.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling