+712.5%
CAT vs HAS
+106.1%
+606.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +1.7% | +5.5% | +6.6% |
| 7D | -2.4% | +2.2% | -4.6% | -3.1% |
| 30D | -25.0% | +29.6% | -54.6% | -31.5% |
| 3M | -28.7% | +30.3% | -59.0% | -35.2% |
| 6M | -33.0% | +25.6% | -58.6% | -38.7% |
| YTD | +5.4% | +50.8% | -45.4% | -9.7% |
| 1Y | +7.3% | +63.0% | -55.8% | -10.6% |
| 3Y | +166.0% | +211.6% | -45.5% | +74.2% |
| 5Y | +210.1% | +50.4% | +159.7% | +154.6% |
| 10Y | +712.5% | +101.9% | +610.6% | +474.4% |
| All | +712.5% | +106.1% | +606.4% | +474.4% |
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