+25,808.1%
CAT vs HL
+62.0%
+25,746.1%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.5% | +4.2% | +2.0% |
| 7D | +1.7% | +1.5% | +0.2% | +1.5% |
| 30D | -6.6% | +25.1% | -31.6% | -8.7% |
| 3M | -13.3% | +22.9% | -36.2% | -15.3% |
| 6M | +11.6% | -4.9% | +16.5% | +11.4% |
| YTD | +42.9% | +7.8% | +35.1% | +40.3% |
| 1Y | +95.4% | +133.9% | -38.4% | +77.7% |
| 3Y | +196.6% | +380.9% | -184.3% | +147.2% |
| 5Y | +321.7% | +230.2% | +91.4% | +255.7% |
| 10Y | +1,140.8% | +265.6% | +875.2% | +860.5% |
| All | +25,808.1% | +62.0% | +25,746.1% | +17,959.9% |
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