+355.1%
CAT vs HUT
+217.0%
+138.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.0% | -2.4% |
| 7D | -6.3% | -10.9% | +4.6% | -5.7% |
| 30D | -26.8% | -32.6% | +5.8% | -24.8% |
| 3M | -30.0% | -33.7% | +3.7% | -28.3% |
| 6M | -34.6% | -42.3% | +7.8% | -32.7% |
| YTD | +2.9% | +23.6% | -20.7% | -0.6% |
| 1Y | +3.3% | +20.4% | -17.1% | -0.6% |
| 3Y | +153.7% | +423.2% | -269.5% | +110.6% |
| 5Y | +207.3% | -19.4% | +226.7% | +164.5% |
| All | +355.1% | +217.0% | +138.1% | +190.1% |
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