-1.1%
CAT vs HAS
+59.5%
-60.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.0% |
| 7D | -10.3% | -0.2% | -10.1% | -10.3% |
| 30D | -31.2% | +31.0% | -62.2% | -36.0% |
| 3M | -34.7% | +30.7% | -65.3% | -39.3% |
| 6M | -39.5% | +23.9% | -63.4% | -42.8% |
| YTD | -1.7% | +48.3% | -50.0% | -17.6% |
| 1Y | -1.1% | +60.2% | -61.3% | -18.9% |
| All | -1.1% | +59.5% | -60.6% | -18.9% |
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