+700.3%
CAT vs HD
+247.4%
+453.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.1% | +2.8% | +2.9% |
| 7D | +1.7% | -1.2% | +2.9% | +2.4% |
| 30D | -24.6% | +20.9% | -45.4% | -32.0% |
| 3M | -28.5% | -0.2% | -28.3% | -29.2% |
| 6M | -34.8% | +14.5% | -49.3% | -40.3% |
| YTD | +5.9% | +4.3% | +1.6% | +1.8% |
| 1Y | +6.8% | -3.5% | +10.3% | +6.6% |
| 3Y | +161.1% | +30.1% | +131.0% | +118.9% |
| 5Y | +213.4% | +8.5% | +205.0% | +182.1% |
| 10Y | +700.3% | +245.3% | +455.1% | +286.5% |
| All | +700.3% | +247.4% | +453.0% | +286.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HD.
Daily Out/Under-Performance
Portfolio return minus HD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HD 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 HD 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