+1,144.3%
CAT vs HLT
+590.2%
+554.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +0.6% | -1.6% | +2.2% | +1.3% |
| 30D | -4.3% | -5.0% | +0.7% | -2.0% |
| 3M | -8.6% | -10.4% | +1.8% | -4.0% |
| 6M | +16.1% | +3.2% | +12.9% | +13.8% |
| YTD | +43.8% | +6.7% | +37.0% | +38.4% |
| 1Y | +91.5% | +10.3% | +81.2% | +80.4% |
| 3Y | +202.7% | +99.3% | +103.4% | +113.0% |
| 5Y | +335.1% | +143.7% | +191.5% | +169.4% |
| All | +1,144.3% | +590.2% | +554.1% | +373.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT 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 10y: compounded portfolio wealth divided by compounded HLT 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…
10y analysis · Full analysis span regression · 6 months rolling