+5.8%
CAT vs HAS
+61.8%
-56.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +1.7% | +5.5% | +6.8% |
| 7D | -2.4% | +2.2% | -4.6% | -2.9% |
| 30D | -25.0% | +29.6% | -54.6% | -29.9% |
| 3M | -28.7% | +30.3% | -59.0% | -33.6% |
| 6M | -33.0% | +25.6% | -58.6% | -36.8% |
| YTD | +5.4% | +50.8% | -45.4% | -11.9% |
| All | +5.8% | +61.8% | -56.0% | -12.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling