+213.4%
CAT vs HUT
-17.9%
+231.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +7.6% | -4.6% | +2.1% |
| 7D | +1.7% | +24.8% | -23.0% | -0.8% |
| 30D | -24.6% | -28.4% | +3.8% | -22.3% |
| 3M | -28.5% | -31.2% | +2.7% | -26.4% |
| 6M | -34.8% | -40.2% | +5.4% | -32.5% |
| YTD | +5.9% | +32.9% | -27.0% | -0.1% |
| 1Y | +6.8% | +39.1% | -32.2% | -0.4% |
| 3Y | +161.1% | +462.8% | -301.7% | +99.4% |
| 5Y | +213.4% | -13.9% | +227.3% | +139.4% |
| All | +213.4% | -17.9% | +231.3% | +139.4% |
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