+183.3%
CAT vs HUT
-31.8%
+215.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +14.6% | -13.7% | -0.7% |
| 7D | -10.3% | -11.4% | +1.1% | -9.5% |
| 30D | -31.2% | -41.0% | +9.8% | -27.6% |
| 3M | -34.7% | -41.9% | +7.3% | -31.4% |
| 6M | -39.5% | -51.7% | +12.2% | -35.9% |
| YTD | -1.7% | +14.6% | -16.3% | -5.7% |
| 1Y | -1.1% | +21.4% | -22.5% | -6.4% |
| 3Y | +143.9% | +359.8% | -216.0% | +90.0% |
| All | +183.3% | -31.8% | +215.0% | +123.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling