+6.8%
CAT vs HD
-2.9%
+9.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.1% | +2.8% | +2.9% |
| 7D | +1.7% | -1.2% | +2.9% | +1.9% |
| 30D | -24.6% | +20.9% | -45.4% | -28.0% |
| 3M | -28.5% | -0.2% | -28.3% | -27.0% |
| 6M | -34.8% | +14.5% | -49.3% | -37.8% |
| YTD | +5.9% | +4.3% | +1.6% | +5.7% |
| 1Y | +6.8% | -3.5% | +10.3% | +8.3% |
| All | +6.8% | -2.9% | +9.7% | +8.3% |
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