+688.6%
CAT vs HBM
+281.1%
+407.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.5% |
| 7D | +7.4% | +2.2% | +5.2% | +6.8% |
| 30D | -19.7% | -11.8% | -7.9% | -17.0% |
| 3M | -29.6% | -19.2% | -10.4% | -25.8% |
| 6M | -33.2% | -22.9% | -10.3% | -29.6% |
| YTD | +5.7% | +7.8% | -2.1% | +0.5% |
| 1Y | +9.3% | +34.9% | -25.6% | -2.2% |
| 3Y | +158.3% | +422.2% | -263.9% | +53.2% |
| 5Y | +211.6% | +192.8% | +18.8% | +102.1% |
| All | +688.6% | +281.1% | +407.5% | +294.0% |
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