+25,808.1%
CAT vs HST
+1,330.6%
+24,477.5%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.5% | +1.6% |
| 7D | +1.7% | -1.0% | +2.7% | +2.1% |
| 30D | -6.6% | -12.3% | +5.7% | -2.6% |
| 3M | -13.3% | -6.4% | -6.9% | -11.6% |
| 6M | +11.6% | +15.0% | -3.4% | +6.5% |
| YTD | +42.9% | +30.5% | +12.4% | +30.9% |
| 1Y | +95.4% | +35.7% | +59.8% | +76.2% |
| 3Y | +196.6% | +68.4% | +128.2% | +148.8% |
| 5Y | +321.7% | +73.1% | +248.5% | +244.8% |
| 10Y | +1,140.8% | +92.7% | +1,048.1% | +835.6% |
| All | +25,808.1% | +1,330.6% | +24,477.5% | +9,978.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling