+1,134.9%
CAT vs HST
+92.5%
+1,042.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.5% | +1.6% |
| 7D | +1.7% | -1.0% | +2.7% | +2.2% |
| 30D | -6.6% | -12.3% | +5.7% | -1.1% |
| 3M | -13.3% | -6.4% | -6.9% | -11.0% |
| 6M | +11.6% | +15.0% | -3.4% | +4.4% |
| YTD | +42.9% | +30.5% | +12.4% | +26.4% |
| 1Y | +95.4% | +35.7% | +59.8% | +69.1% |
| 3Y | +196.6% | +68.4% | +128.2% | +131.6% |
| 5Y | +321.7% | +73.1% | +248.5% | +216.2% |
| All | +1,134.9% | +92.5% | +1,042.4% | +782.5% |
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