+674.0%
CAT vs HST
+143.2%
+530.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.6% | -5.0% | -3.5% |
| 7D | -6.3% | +0.6% | -6.9% | -6.5% |
| 30D | -26.8% | +14.5% | -41.3% | -31.2% |
| 3M | -30.0% | +15.4% | -45.5% | -34.5% |
| 6M | -34.6% | +22.0% | -56.6% | -40.5% |
| YTD | +2.9% | +54.9% | -51.9% | -15.8% |
| 1Y | +3.3% | +54.0% | -50.7% | -15.4% |
| 3Y | +153.7% | +90.4% | +63.2% | +87.3% |
| 5Y | +207.3% | +84.2% | +123.1% | +123.3% |
| 10Y | +674.0% | +144.6% | +529.4% | +395.3% |
| All | +674.0% | +143.2% | +530.8% | +395.3% |
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