-38.5%
CAT vs HUT
-42.4%
+3.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -6.1% | -0.3% | -5.2% |
| 7D | -14.5% | -30.8% | +16.4% | -9.1% |
| 30D | -35.7% | -50.2% | +14.4% | -28.1% |
| 3M | -36.3% | -50.5% | +14.2% | -29.2% |
| 6M | -38.5% | -42.9% | +4.4% | -33.3% |
| All | -38.5% | -42.4% | +3.9% | -33.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling