+9.3%
CAT vs HLT
+36.0%
-26.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.9% |
| 7D | +7.4% | +0.7% | +6.7% | +7.2% |
| 30D | -19.7% | +13.7% | -33.4% | -23.3% |
| 3M | -29.6% | +16.3% | -45.9% | -33.4% |
| 6M | -33.2% | +19.9% | -53.1% | -38.3% |
| YTD | +5.7% | +30.1% | -24.4% | -4.4% |
| 1Y | +9.3% | +38.5% | -29.2% | -1.7% |
| All | +9.3% | +36.0% | -26.7% | -1.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling