+213.9%
CAT vs HAS
+48.2%
+165.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | -0.1% | -0.6% |
| 7D | +7.4% | +1.4% | +6.1% | +7.0% |
| 30D | -19.7% | +26.3% | -46.0% | -25.5% |
| 3M | -29.6% | +25.6% | -55.2% | -34.7% |
| 6M | -33.2% | +30.3% | -63.5% | -39.1% |
| YTD | +5.7% | +50.4% | -44.7% | -8.4% |
| 1Y | +9.3% | +57.7% | -48.4% | -6.7% |
| 3Y | +158.3% | +213.4% | -55.0% | +75.8% |
| All | +213.9% | +48.2% | +165.7% | +176.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling