-38.5%
CAT vs HD
+13.3%
-51.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.5% | -4.8% | -6.6% |
| 7D | -14.5% | +6.4% | -20.9% | -13.6% |
| 30D | -35.7% | +22.1% | -57.8% | -35.2% |
| 3M | -36.3% | -0.2% | -36.1% | -34.0% |
| 6M | -38.5% | +12.6% | -51.1% | -38.5% |
| All | -38.5% | +13.3% | -51.9% | -38.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling