+192.1%
CAT vs HAS
+52.6%
+139.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.7% | -4.7% | -5.9% |
| 7D | -14.5% | 0.0% | -14.5% | -14.5% |
| 30D | -35.7% | +31.3% | -67.0% | -41.2% |
| 3M | -36.3% | +32.1% | -68.4% | -41.9% |
| 6M | -38.5% | +28.1% | -66.7% | -43.8% |
| YTD | -2.5% | +49.1% | -51.6% | -15.3% |
| 1Y | -1.9% | +60.5% | -62.4% | -16.8% |
| 3Y | +139.2% | +183.9% | -44.7% | +67.2% |
| 5Y | +192.1% | +51.2% | +140.9% | +152.0% |
| All | +192.1% | +52.6% | +139.5% | +152.0% |
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