+153.7%
CAT vs HUT
+398.0%
-244.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.0% | -2.3% |
| 7D | -6.3% | -10.9% | +4.6% | -5.3% |
| 30D | -26.8% | -32.6% | +5.8% | -23.7% |
| 3M | -30.0% | -33.7% | +3.7% | -27.3% |
| 6M | -34.6% | -42.3% | +7.8% | -31.6% |
| YTD | +2.9% | +23.6% | -20.7% | -2.4% |
| 1Y | +3.3% | +20.4% | -17.1% | -2.6% |
| 3Y | +153.7% | +423.2% | -269.5% | +99.3% |
| All | +153.7% | +398.0% | -244.3% | +99.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling