+674.0%
CAT vs HBM
+301.8%
+372.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.7% | +1.3% | -1.4% |
| 7D | -6.3% | +2.4% | -8.7% | -6.9% |
| 30D | -26.8% | -16.0% | -10.8% | -23.4% |
| 3M | -30.0% | -21.3% | -8.7% | -25.7% |
| 6M | -34.6% | -12.2% | -22.4% | -33.4% |
| YTD | +2.9% | +10.7% | -7.8% | -2.8% |
| 1Y | +3.3% | +30.3% | -27.0% | -6.8% |
| 3Y | +153.7% | +432.2% | -278.6% | +49.7% |
| 5Y | +207.3% | +218.8% | -11.5% | +94.9% |
| 10Y | +674.0% | +281.4% | +392.7% | +283.0% |
| All | +674.0% | +301.8% | +372.2% | +283.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling