+725.3%
CAT vs HD
+257.8%
+467.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.8% | +2.8% | +1.8% |
| 7D | -10.3% | +4.3% | -14.6% | -12.5% |
| 30D | -31.2% | +20.2% | -51.4% | -38.0% |
| 3M | -34.7% | -1.0% | -33.7% | -35.1% |
| 6M | -39.5% | +7.9% | -47.4% | -42.9% |
| YTD | -1.7% | +2.0% | -3.6% | -4.5% |
| 1Y | -1.1% | -4.3% | +3.2% | -1.1% |
| 3Y | +143.9% | +25.9% | +117.9% | +107.5% |
| 5Y | +194.8% | +5.8% | +189.0% | +168.3% |
| All | +725.3% | +257.8% | +467.5% | +272.0% |
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