+5.8%
CAT vs THC
+50.5%
-44.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +2.0% | +5.2% | +7.1% |
| 7D | -2.4% | +7.5% | -9.9% | -2.6% |
| 30D | -25.0% | +9.6% | -34.6% | -25.3% |
| 3M | -28.7% | +10.3% | -39.0% | -29.1% |
| 6M | -33.0% | +51.8% | -84.8% | -35.7% |
| YTD | +5.4% | +45.4% | -40.0% | +1.6% |
| All | +5.8% | +50.5% | -44.7% | +1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 1y: compounded portfolio wealth divided by compounded THC 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…
1y analysis · Full analysis span regression · 6 months rolling