+207.3%
CAT vs HD
+8.2%
+199.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.7% | -2.1% |
| 7D | -6.3% | +5.2% | -11.5% | -8.3% |
| 30D | -26.8% | +20.7% | -47.5% | -32.7% |
| 3M | -30.0% | +0.8% | -30.8% | -30.6% |
| 6M | -34.6% | +12.2% | -46.8% | -38.5% |
| YTD | +2.9% | +4.2% | -1.3% | 0.0% |
| 1Y | +3.3% | -2.6% | +5.8% | +3.1% |
| 3Y | +153.7% | +30.0% | +123.7% | +121.4% |
| 5Y | +207.3% | +8.1% | +199.2% | +171.2% |
| All | +207.3% | +8.2% | +199.1% | +171.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling