+333.5%
CAT vs HL
+241.1%
+92.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.2% |
| 7D | +5.6% | +7.1% | -1.5% | +4.3% |
| 30D | -2.3% | +21.4% | -23.8% | -5.8% |
| 3M | -10.0% | +37.4% | -47.4% | -15.3% |
| 6M | +21.2% | +0.4% | +20.8% | +19.4% |
| YTD | +44.4% | +6.7% | +37.8% | +39.2% |
| 1Y | +96.3% | +102.4% | -6.1% | +69.2% |
| 3Y | +203.9% | +417.4% | -213.5% | +111.9% |
| 5Y | +333.5% | +243.3% | +90.2% | +210.6% |
| All | +333.5% | +241.1% | +92.4% | +210.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling