+17,564.5%
CAT vs HD
+34,877.5%
-17,313.0%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.5% | -4.8% | -5.7% |
| 7D | -14.5% | +6.4% | -20.9% | -16.9% |
| 30D | -35.7% | +22.1% | -57.8% | -41.3% |
| 3M | -36.3% | -0.2% | -36.1% | -36.9% |
| 6M | -38.5% | +12.6% | -51.1% | -42.3% |
| YTD | -2.5% | +3.9% | -6.4% | -5.5% |
| 1Y | -1.9% | -3.7% | +1.8% | -2.1% |
| 3Y | +139.2% | +27.9% | +111.3% | +111.1% |
| 5Y | +192.1% | +7.8% | +184.3% | +171.5% |
| 10Y | +732.3% | +269.4% | +462.9% | +366.1% |
| All | +17,564.5% | +34,877.5% | -17,313.0% | +1,861.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling