+201.6%
CAT vs HLT
+99.5%
+102.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.7% | -1.3% |
| 7D | +2.9% | -1.5% | +4.4% | +3.7% |
| 30D | -2.6% | -1.2% | -1.4% | -2.2% |
| 3M | -10.7% | -10.3% | -0.3% | -5.2% |
| 6M | +16.1% | +1.3% | +14.9% | +14.2% |
| YTD | +43.2% | +7.0% | +36.2% | +36.0% |
| 1Y | +96.8% | +11.9% | +85.0% | +80.7% |
| All | +201.6% | +99.5% | +102.1% | +90.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling