+9.3%
CAT vs HD
-3.5%
+12.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -1.0% | -0.9% |
| 7D | +7.4% | +1.5% | +5.9% | +7.2% |
| 30D | -19.7% | +18.0% | -37.7% | -22.8% |
| 3M | -29.6% | +2.8% | -32.4% | -29.0% |
| 6M | -33.2% | +17.0% | -50.2% | -37.1% |
| YTD | +5.7% | +3.5% | +2.1% | +5.7% |
| 1Y | +9.3% | -2.6% | +11.9% | +10.4% |
| All | +9.3% | -3.5% | +12.9% | +10.4% |
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