+725.3%
CAT vs HST
+142.8%
+582.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | -10.3% | -2.7% | -7.6% | -9.2% |
| 30D | -31.2% | +10.7% | -41.9% | -34.3% |
| 3M | -34.7% | +6.3% | -40.9% | -36.6% |
| 6M | -39.5% | +19.0% | -58.5% | -44.3% |
| YTD | -1.7% | +47.0% | -48.7% | -17.7% |
| 1Y | -1.1% | +53.4% | -54.6% | -19.0% |
| 3Y | +143.9% | +78.0% | +65.9% | +85.4% |
| 5Y | +194.8% | +71.7% | +123.1% | +120.9% |
| All | +725.3% | +142.8% | +582.5% | +444.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling