+862.6%
CAT vs HLT
+803.9%
+58.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.9% |
| 7D | +7.4% | +0.7% | +6.7% | +7.1% |
| 30D | -19.7% | +13.7% | -33.4% | -24.8% |
| 3M | -29.6% | +16.3% | -45.9% | -34.9% |
| 6M | -33.2% | +19.9% | -53.1% | -39.4% |
| YTD | +5.7% | +30.1% | -24.4% | -7.7% |
| 1Y | +9.3% | +38.5% | -29.2% | -7.6% |
| 3Y | +158.3% | +131.0% | +27.3% | +70.7% |
| 5Y | +211.6% | +163.7% | +47.9% | +88.8% |
| 10Y | +698.5% | +697.4% | +1.0% | +185.8% |
| All | +862.6% | +803.9% | +58.6% | +233.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling