+18,551.4%
CAT vs HL
+11.9%
+18,539.5%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -7.3% | +4.9% | -1.7% |
| 7D | -6.3% | +8.2% | -14.5% | -7.1% |
| 30D | -26.8% | -16.3% | -10.5% | -25.7% |
| 3M | -30.0% | -18.6% | -11.5% | -28.9% |
| 6M | -34.6% | -23.2% | -11.4% | -33.4% |
| YTD | +2.9% | -25.5% | +28.4% | +4.3% |
| 1Y | +3.3% | -4.8% | +8.0% | +2.2% |
| 3Y | +153.7% | +281.4% | -127.7% | +116.2% |
| 5Y | +207.3% | +137.8% | +69.5% | +167.3% |
| 10Y | +674.0% | +135.5% | +538.5% | +524.4% |
| All | +18,551.4% | +11.9% | +18,539.5% | +13,335.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling