+695.3%
CAT vs HST
+133.9%
+561.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +1.1% |
| 7D | +9.3% | +3.6% | +5.7% | +7.6% |
| 30D | -21.5% | +9.9% | -31.4% | -24.8% |
| 3M | -29.1% | +12.9% | -42.0% | -33.0% |
| 6M | -33.4% | +22.9% | -56.2% | -39.6% |
| YTD | +6.6% | +52.4% | -45.9% | -12.2% |
| 1Y | +6.5% | +52.5% | -46.0% | -12.5% |
| 3Y | +162.7% | +87.4% | +75.2% | +95.1% |
| 5Y | +214.2% | +82.9% | +131.3% | +128.9% |
| All | +695.3% | +133.9% | +561.4% | +419.4% |
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