+712.5%
CAT vs HD
+272.9%
+439.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +2.9% | +4.3% | +5.8% |
| 7D | -2.4% | +3.6% | -6.0% | -4.3% |
| 30D | -25.0% | +21.6% | -46.6% | -32.6% |
| 3M | -28.7% | +0.1% | -28.8% | -29.5% |
| 6M | -33.0% | +13.0% | -46.0% | -38.2% |
| YTD | +5.4% | +4.9% | +0.5% | +1.0% |
| 1Y | +7.3% | -2.1% | +9.3% | +6.2% |
| 3Y | +166.0% | +32.6% | +133.4% | +120.8% |
| 5Y | +210.1% | +8.2% | +201.9% | +179.6% |
| 10Y | +712.5% | +257.9% | +454.6% | +281.5% |
| All | +712.5% | +272.9% | +439.6% | +281.5% |
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