+1,134.9%
CAT vs HAS
+56.4%
+1,078.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +1.9% |
| 7D | +1.7% | -1.8% | +3.5% | +2.3% |
| 30D | -6.6% | +2.3% | -8.8% | -7.4% |
| 3M | -13.3% | +10.4% | -23.7% | -16.6% |
| 6M | +11.6% | -3.2% | +14.9% | +11.9% |
| YTD | +42.9% | +15.4% | +27.5% | +34.7% |
| 1Y | +95.4% | +18.8% | +76.6% | +82.1% |
| 3Y | +196.6% | +43.9% | +152.7% | +152.4% |
| 5Y | +321.7% | +13.9% | +307.8% | +281.6% |
| All | +1,134.9% | +56.4% | +1,078.5% | +893.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 10y: compounded portfolio wealth divided by compounded HAS 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…
10y analysis · Full analysis span regression · 6 months rolling