+334.9%
CAT vs HUT
+194.0%
+140.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +14.6% | -13.7% | -0.2% |
| 7D | -10.3% | -11.4% | +1.1% | -9.7% |
| 30D | -31.2% | -41.0% | +9.8% | -28.7% |
| 3M | -34.7% | -41.9% | +7.3% | -32.4% |
| 6M | -39.5% | -51.7% | +12.2% | -36.9% |
| YTD | -1.7% | +14.6% | -16.3% | -4.5% |
| 1Y | -1.1% | +21.4% | -22.5% | -4.8% |
| 3Y | +143.9% | +359.8% | -216.0% | +104.2% |
| 5Y | +194.8% | -27.5% | +222.3% | +155.5% |
| All | +334.9% | +194.0% | +140.9% | +178.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling