+371.2%
CAT vs HUT
+246.0%
+125.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | +0.5% |
| 7D | +9.3% | +34.9% | -25.5% | +6.7% |
| 30D | -21.5% | -25.9% | +4.4% | -20.0% |
| 3M | -29.1% | -31.7% | +2.6% | -27.5% |
| 6M | -33.4% | -42.2% | +8.9% | -31.5% |
| YTD | +6.6% | +34.9% | -28.3% | +2.2% |
| 1Y | +6.5% | +48.5% | -42.0% | +1.0% |
| 3Y | +162.7% | +471.2% | -308.5% | +116.6% |
| 5Y | +214.2% | -18.9% | +233.1% | +169.7% |
| All | +371.2% | +246.0% | +125.1% | +198.3% |
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