+95.4%
CAT vs HBM
+123.0%
-27.5%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.7% | +2.0% |
| 7D | +1.7% | -6.4% | +8.1% | +3.6% |
| 30D | -6.6% | +5.9% | -12.5% | -8.4% |
| 3M | -13.3% | -8.9% | -4.4% | -12.3% |
| 6M | +11.6% | +10.7% | +0.9% | +4.8% |
| YTD | +42.9% | +38.3% | +4.7% | +26.5% |
| 1Y | +95.4% | +121.3% | -25.9% | +62.7% |
| All | +95.4% | +123.0% | -27.5% | +62.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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