+95.4%
CAT vs HL
+134.7%
-39.2%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.5% | +4.2% | +2.2% |
| 7D | +1.7% | +1.5% | +0.2% | +1.4% |
| 30D | -6.6% | +25.1% | -31.6% | -10.7% |
| 3M | -13.3% | +22.9% | -36.2% | -17.4% |
| 6M | +11.6% | -4.9% | +16.5% | +9.6% |
| YTD | +42.9% | +7.8% | +35.1% | +36.9% |
| 1Y | +95.4% | +133.9% | -38.4% | +87.6% |
| All | +95.4% | +134.7% | -39.2% | +87.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HL.
Daily Out/Under-Performance
Portfolio return minus HL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HL 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 HL 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