+3.3%
CAT vs THC
+51.2%
-47.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.4% | -2.8% | -2.4% |
| 7D | -6.3% | +8.8% | -15.2% | -6.6% |
| 30D | -26.8% | +10.0% | -36.8% | -27.1% |
| 3M | -30.0% | +11.7% | -41.7% | -30.4% |
| 6M | -34.6% | +52.5% | -87.1% | -37.3% |
| YTD | +2.9% | +46.1% | -43.2% | -0.9% |
| 1Y | +3.3% | +49.1% | -45.8% | -1.1% |
| All | +3.3% | +51.2% | -47.9% | -1.1% |
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