+366.2%
CAT vs HUT
+218.4%
+147.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +8.3% | -1.1% | +6.6% |
| 7D | -2.4% | +3.7% | -6.1% | -2.9% |
| 30D | -25.0% | -32.3% | +7.3% | -23.0% |
| 3M | -28.7% | -35.6% | +6.9% | -26.8% |
| 6M | -33.0% | -42.1% | +9.1% | -31.1% |
| YTD | +5.4% | +24.1% | -18.7% | +1.8% |
| 1Y | +7.3% | +27.9% | -20.6% | +2.8% |
| 3Y | +166.0% | +409.1% | -243.1% | +121.2% |
| 5Y | +210.1% | -25.9% | +236.0% | +167.9% |
| All | +366.2% | +218.4% | +147.8% | +197.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HUT.
Daily Out/Under-Performance
Portfolio return minus HUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUT 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 HUT 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