+695.3%
CAT vs HBM
+285.4%
+409.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +1.0% |
| 7D | +9.3% | +5.1% | +4.3% | +7.9% |
| 30D | -21.5% | -15.8% | -5.7% | -17.8% |
| 3M | -29.1% | -22.4% | -6.7% | -24.5% |
| 6M | -33.4% | -20.2% | -13.1% | -30.4% |
| YTD | +6.6% | +9.0% | -2.5% | +1.1% |
| 1Y | +6.5% | +27.4% | -20.8% | -3.3% |
| 3Y | +162.7% | +424.2% | -261.6% | +55.6% |
| 5Y | +214.2% | +196.1% | +18.1% | +103.2% |
| All | +695.3% | +285.4% | +409.9% | +296.2% |
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