+326.0%
CAT vs HUT
+71.6%
+254.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.2% | -4.5% | +1.1% |
| 7D | +1.7% | +17.8% | -16.1% | 0.0% |
| 30D | -6.6% | +0.8% | -7.4% | -6.9% |
| 3M | -13.3% | -26.8% | +13.5% | -11.4% |
| 6M | +11.6% | +72.6% | -60.9% | +3.8% |
| YTD | +42.9% | +103.6% | -60.7% | +30.1% |
| 1Y | +95.4% | +265.3% | -169.8% | +66.3% |
| 3Y | +196.6% | +689.4% | -492.8% | +119.7% |
| All | +326.0% | +71.6% | +254.3% | +221.4% |
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