+166.0%
CAT vs HL
+289.7%
-123.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +4.5% | +2.7% | +6.4% |
| 7D | -2.4% | +13.8% | -16.2% | -4.7% |
| 30D | -25.0% | -9.7% | -15.3% | -23.8% |
| 3M | -28.7% | -8.5% | -20.2% | -28.1% |
| 6M | -33.0% | -17.2% | -15.8% | -31.9% |
| YTD | +5.4% | -19.6% | +25.1% | +6.2% |
| 1Y | +7.3% | +11.1% | -3.9% | +3.1% |
| 3Y | +166.0% | +299.7% | -133.7% | +102.1% |
| All | +166.0% | +289.7% | -123.7% | +102.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling