-1.1%
CAT vs HD
-5.0%
+3.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.8% | +2.8% | +1.2% |
| 7D | -10.3% | +4.3% | -14.6% | -10.9% |
| 30D | -31.2% | +20.2% | -51.4% | -34.5% |
| 3M | -34.7% | -1.0% | -33.7% | -33.5% |
| 6M | -39.5% | +7.9% | -47.4% | -40.9% |
| YTD | -1.7% | +2.0% | -3.6% | -1.5% |
| 1Y | -1.1% | -4.3% | +3.2% | -0.4% |
| All | -1.1% | -5.0% | +3.9% | -0.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling