+8.9%
CAT vs HST
+76.4%
-67.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +1.3% | -6.5% | -5.7% |
| 7D | -17.1% | +3.3% | -20.4% | -18.2% |
| 30D | -30.1% | +16.4% | -46.5% | -34.4% |
| 3M | -32.4% | +5.5% | -37.8% | -33.8% |
| 6M | -32.1% | +31.1% | -63.3% | -40.7% |
| YTD | +4.1% | +55.9% | -51.8% | -14.8% |
| 1Y | +8.9% | +75.6% | -66.7% | -13.1% |
| All | +8.9% | +76.4% | -67.5% | -13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 HST 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