+25,808.1%
CAT vs HAL
+597.8%
+25,210.3%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.3% | +1.9% |
| 7D | +1.7% | +2.9% | -1.2% | +0.8% |
| 30D | -6.6% | +17.0% | -23.6% | -11.0% |
| 3M | -13.3% | -9.7% | -3.6% | -11.1% |
| 6M | +11.6% | +8.6% | +3.0% | +7.9% |
| YTD | +42.9% | +33.0% | +10.0% | +29.9% |
| 1Y | +95.4% | +68.3% | +27.1% | +64.5% |
| 3Y | +196.6% | +0.1% | +196.5% | +186.3% |
| 5Y | +321.7% | +102.6% | +219.0% | +222.5% |
| 10Y | +1,140.8% | +3.8% | +1,137.0% | +913.4% |
| All | +25,808.1% | +597.8% | +25,210.3% | +12,163.1% |
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